-24.7%
MDB vs HAS
+13.4%
-38.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -17.4% | -1.8% | -15.6% | -16.7% |
| 30D | -2.0% | +2.3% | -4.3% | -3.1% |
| 3M | -3.0% | +10.4% | -13.4% | -8.6% |
| 6M | +48.7% | -3.2% | +51.9% | +48.1% |
| YTD | -12.1% | +15.4% | -27.5% | -20.4% |
| 1Y | +14.5% | +18.8% | -4.3% | +1.4% |
| 3Y | -6.1% | +43.9% | -50.1% | -27.1% |
| All | -24.7% | +13.4% | -38.1% | -12.7% |
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