+43.1%
MCO vs HAS
+43.5%
-0.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -3.1% | -4.8% | +1.7% | -2.3% |
| 30D | -0.5% | -5.1% | +4.6% | +0.4% |
| 3M | +5.7% | +6.4% | -0.7% | +4.3% |
| 6M | +3.0% | -5.6% | +8.7% | +3.6% |
| YTD | -6.5% | +11.0% | -17.5% | -10.0% |
| 1Y | -5.8% | +16.8% | -22.5% | -10.6% |
| All | +43.1% | +43.5% | -0.3% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling