+143.2%
MS vs JHX
-24.7%
+167.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | 0.0% | -5.0% | +5.0% | +1.1% |
| 3M | +3.0% | +24.5% | -21.5% | -2.9% |
| 6M | +35.7% | +34.9% | +0.8% | +24.6% |
| YTD | +23.3% | +39.3% | -16.0% | +12.1% |
| 1Y | +44.7% | +48.6% | -3.9% | +28.7% |
| 3Y | +178.0% | -2.0% | +180.0% | +151.3% |
| 5Y | +143.2% | -24.4% | +167.6% | +136.1% |
| All | +143.2% | -24.7% | +167.8% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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