-7.0%
MOS vs HAS
+59.5%
-66.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +21.6% | -0.2% | +21.7% | +21.6% |
| 30D | +12.0% | +31.0% | -19.1% | +6.0% |
| 3M | -3.9% | +30.7% | -34.5% | -9.0% |
| 6M | -3.3% | +23.9% | -27.2% | -7.6% |
| YTD | -4.6% | +48.3% | -53.0% | -13.3% |
| 1Y | -7.0% | +60.2% | -67.2% | -19.0% |
| All | -7.0% | +59.5% | -66.4% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling