+2,592.7%
MSFT vs JHX
+2,279.7%
+313.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.2% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | -2.7% | -5.0% | +2.3% | -1.7% |
| 3M | +22.1% | +24.5% | -2.3% | +15.9% |
| 6M | +20.6% | +34.9% | -14.3% | +11.5% |
| YTD | +2.3% | +39.3% | -37.0% | -6.5% |
| 1Y | -0.5% | +48.6% | -49.1% | -10.9% |
| 3Y | +50.5% | -2.0% | +52.6% | +38.9% |
| 5Y | +72.3% | -24.4% | +96.7% | +65.5% |
| 10Y | +885.0% | +109.4% | +775.6% | +623.7% |
| All | +2,592.7% | +2,279.7% | +313.0% | +1,230.8% |
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