+554.8%
MA vs HAS
+106.1%
+448.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | -0.3% | +2.2% | -2.5% | -1.0% |
| 30D | +11.3% | +29.6% | -18.3% | +2.4% |
| 3M | +16.7% | +30.3% | -13.6% | +7.0% |
| 6M | +32.8% | +25.6% | +7.2% | +22.5% |
| YTD | +15.6% | +50.8% | -35.2% | -0.1% |
| 1Y | +19.6% | +63.0% | -43.4% | +0.6% |
| 3Y | +72.1% | +211.6% | -139.5% | +11.6% |
| 5Y | +96.0% | +50.4% | +45.6% | +63.0% |
| 10Y | +554.8% | +101.9% | +452.9% | +359.8% |
| All | +554.8% | +106.1% | +448.7% | +359.8% |
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