+669.0%
MS vs JHX
+2,188.3%
-1,519.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +5.1% | -0.2% | +5.3% | +5.0% |
| 30D | +5.7% | +13.1% | -7.4% | +0.5% |
| 3M | -12.2% | -10.0% | -2.2% | -9.1% |
| 6M | -0.5% | +38.9% | -39.4% | -14.1% |
| YTD | +9.8% | +34.0% | -24.2% | -5.2% |
| 1Y | +17.7% | +66.0% | -48.2% | -6.8% |
| 3Y | +176.8% | -6.2% | +183.1% | +145.1% |
| 5Y | +123.7% | -31.6% | +155.3% | +116.3% |
| 10Y | +556.3% | +116.6% | +439.7% | +257.2% |
| All | +669.0% | +2,188.3% | -1,519.4% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling