+935.2%
MDB vs HAS
+72.5%
+862.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -1.0% | +3.3% | -4.3% | -2.2% |
| 30D | -14.0% | +30.5% | -44.5% | -22.7% |
| 3M | -20.3% | +29.9% | -50.2% | -28.4% |
| 6M | +10.9% | +26.5% | -15.7% | -0.4% |
| YTD | -20.9% | +51.9% | -72.8% | -34.5% |
| 1Y | -11.2% | +60.9% | -72.1% | -28.5% |
| 3Y | -11.9% | +215.0% | -226.9% | -48.2% |
| 5Y | -40.2% | +51.5% | -91.7% | -52.3% |
| All | +935.2% | +72.5% | +862.6% | +598.0% |
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 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