+457.8%
MCO vs HAS
+97.5%
+360.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.5% | +1.4% | -0.9% | +0.1% |
| 30D | +9.8% | +26.3% | -16.5% | +2.0% |
| 3M | +4.3% | +25.6% | -21.3% | -3.1% |
| 6M | +16.5% | +30.3% | -13.8% | +6.2% |
| YTD | +0.1% | +50.4% | -50.2% | -13.8% |
| 1Y | +4.4% | +57.7% | -53.3% | -11.6% |
| 3Y | +51.6% | +213.4% | -161.8% | -1.7% |
| 5Y | +36.7% | +49.1% | -12.4% | +12.7% |
| All | +457.8% | +97.5% | +360.2% | +285.8% |
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