+607.1%
MS vs HRB
+249.6%
+357.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.6% |
| 7D | -1.6% | +2.7% | -4.2% | -2.3% |
| 30D | -3.8% | +22.1% | -25.9% | -9.3% |
| 3M | -14.6% | +15.7% | -30.3% | -18.9% |
| 6M | -5.1% | +83.3% | -88.4% | -23.4% |
| YTD | +4.5% | +25.0% | -20.5% | -5.1% |
| 1Y | +13.5% | +6.9% | +6.6% | +8.3% |
| 3Y | +160.4% | +39.0% | +121.4% | +120.5% |
| 5Y | +112.9% | +146.4% | -33.5% | +42.0% |
| All | +607.1% | +249.6% | +357.5% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling