+38.5%
MCO vs HAS
+52.7%
-14.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -2.5% | +2.0% | -4.5% | -3.0% |
| 30D | +9.4% | +30.9% | -21.5% | +1.8% |
| 3M | +8.3% | +28.8% | -20.5% | +1.2% |
| 6M | +15.4% | +32.3% | -17.0% | +6.4% |
| YTD | +1.5% | +54.7% | -53.2% | -11.7% |
| 1Y | +5.4% | +63.2% | -57.9% | -10.0% |
| 3Y | +53.1% | +220.7% | -167.6% | +0.9% |
| All | +38.5% | +52.7% | -14.2% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling