+122.9%
MS vs HRB
+140.6%
-17.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +5.1% | -5.1% | +10.2% | +5.9% |
| 30D | +5.7% | +8.7% | -3.0% | +4.2% |
| 3M | -12.2% | -5.4% | -6.8% | -11.6% |
| 6M | -0.5% | +41.6% | -42.1% | -7.5% |
| YTD | +9.8% | +18.7% | -8.8% | +5.9% |
| 1Y | +17.7% | +16.4% | +1.3% | +13.9% |
| 3Y | +176.8% | +22.0% | +154.8% | +158.0% |
| All | +122.9% | +140.6% | -17.7% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling