-45.2%
MDB vs HAS
+50.4%
-95.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.0% |
| 7D | -11.4% | -0.2% | -11.2% | -11.3% |
| 30D | -13.8% | +31.0% | -44.9% | -24.4% |
| 3M | -15.5% | +30.7% | -46.1% | -25.9% |
| 6M | +17.9% | +23.9% | -6.0% | +4.8% |
| YTD | -25.5% | +48.3% | -73.8% | -40.4% |
| 1Y | -12.1% | +60.2% | -72.3% | -32.9% |
| 3Y | -5.9% | +189.2% | -195.1% | -53.1% |
| All | -45.2% | +50.4% | -95.7% | -49.3% |
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