+584.1%
MA vs HAS
+99.1%
+485.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | +7.9% | +26.6% | -18.7% | -0.1% |
| 3M | +16.8% | +29.0% | -12.2% | +7.5% |
| 6M | +31.0% | +30.6% | +0.4% | +19.3% |
| YTD | +15.0% | +51.5% | -36.5% | -0.8% |
| 1Y | +17.0% | +58.5% | -41.4% | -0.7% |
| 3Y | +68.5% | +214.1% | -145.6% | +8.7% |
| 5Y | +85.0% | +50.2% | +34.7% | +53.8% |
| All | +584.1% | +99.1% | +485.0% | +389.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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