-11.7%
MOS vs HAS
+62.3%
-74.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.6% |
| 7D | +22.5% | 0.0% | +22.5% | +22.5% |
| 30D | +6.6% | +31.3% | -24.7% | +0.9% |
| 3M | -3.8% | +32.1% | -35.9% | -9.2% |
| 6M | -2.2% | +28.1% | -30.3% | -7.6% |
| YTD | -4.8% | +49.1% | -53.9% | -14.1% |
| 1Y | -11.7% | +60.5% | -72.2% | -23.9% |
| All | -11.7% | +62.3% | -74.0% | -23.9% |
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