+112.4%
MS vs HRB
+145.8%
-33.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.1% |
| 7D | -1.6% | +2.7% | -4.2% | -1.9% |
| 30D | -3.8% | +22.1% | -25.9% | -6.8% |
| 3M | -14.6% | +15.7% | -30.3% | -16.9% |
| 6M | -5.1% | +83.3% | -88.4% | -16.5% |
| YTD | +4.5% | +25.0% | -20.5% | 0.0% |
| 1Y | +13.5% | +6.9% | +6.6% | +12.5% |
| 3Y | +160.4% | +39.0% | +121.4% | +135.9% |
| All | +112.4% | +145.8% | -33.4% | +71.7% |
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