+878.4%
MSFT vs JHX
+106.3%
+772.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.4% |
| 7D | -0.8% | -6.3% | +5.5% | +0.8% |
| 30D | +0.8% | -7.7% | +8.6% | +2.8% |
| 3M | +27.2% | +19.2% | +8.0% | +21.2% |
| 6M | +22.9% | +38.3% | -15.4% | +11.3% |
| YTD | +3.1% | +37.2% | -34.1% | -6.9% |
| 1Y | -0.3% | +42.3% | -42.5% | -11.6% |
| 3Y | +50.1% | -4.4% | +54.5% | +35.3% |
| 5Y | +74.6% | -26.4% | +101.0% | +67.0% |
| All | +878.4% | +106.3% | +772.1% | +507.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling