+954.3%
MDB vs HAS
+75.7%
+878.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.1% |
| 7D | +3.0% | +2.0% | +1.0% | +2.2% |
| 30D | -11.3% | +30.9% | -42.2% | -20.3% |
| 3M | -23.0% | +28.8% | -51.8% | -30.6% |
| 6M | +14.8% | +32.3% | -17.6% | +1.2% |
| YTD | -19.4% | +54.7% | -74.1% | -33.8% |
| 1Y | -9.0% | +63.2% | -72.2% | -27.1% |
| 3Y | -10.3% | +220.7% | -231.0% | -47.6% |
| 5Y | -38.4% | +53.3% | -91.7% | -51.1% |
| All | +954.3% | +75.7% | +878.7% | +606.0% |
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