+794.2%
MS vs HRB
+213.0%
+581.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +1.2% |
| 7D | +2.5% | -9.1% | +11.5% | +5.2% |
| 30D | 0.0% | +0.3% | -0.3% | -0.8% |
| 3M | +2.4% | +23.4% | -20.9% | -5.3% |
| 6M | +36.4% | +45.1% | -8.7% | +18.0% |
| YTD | +23.8% | +8.9% | +14.9% | +17.3% |
| 1Y | +48.6% | -7.9% | +56.5% | +48.2% |
| 3Y | +179.1% | +27.9% | +151.2% | +141.6% |
| 5Y | +144.8% | +108.3% | +36.5% | +71.6% |
| 10Y | +794.2% | +208.4% | +585.7% | +384.9% |
| All | +794.2% | +213.0% | +581.2% | +384.9% |
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