+1,392.2%
MAS vs HAS
+3,598.5%
-2,206.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -0.8% | -1.8% | +1.1% | -0.1% |
| 30D | -5.6% | +2.3% | -7.8% | -6.3% |
| 3M | +4.4% | +10.4% | -5.9% | +0.7% |
| 6M | +7.2% | -3.2% | +10.4% | +7.6% |
| YTD | +16.1% | +15.4% | +0.7% | +9.5% |
| 1Y | +0.1% | +18.8% | -18.7% | -6.6% |
| 3Y | +28.3% | +43.9% | -15.6% | +9.5% |
| 5Y | +30.5% | +13.9% | +16.6% | +18.9% |
| 10Y | +139.1% | +56.4% | +82.7% | +82.5% |
| All | +1,392.2% | +3,598.5% | -2,206.3% | +425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling