+920.8%
MDB vs HAS
+71.3%
+849.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +4.0% |
| 7D | -0.9% | +2.2% | -3.1% | -1.7% |
| 30D | -15.2% | +29.6% | -44.7% | -23.5% |
| 3M | -17.9% | +30.3% | -48.2% | -26.3% |
| 6M | +9.3% | +25.6% | -16.3% | -1.5% |
| YTD | -22.0% | +50.8% | -72.8% | -35.2% |
| 1Y | -9.3% | +63.0% | -72.3% | -27.4% |
| 3Y | -10.4% | +211.6% | -222.0% | -47.1% |
| 5Y | -43.2% | +50.4% | -93.6% | -54.6% |
| All | +920.8% | +71.3% | +849.5% | +590.4% |
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 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