-32.8%
MOS vs HAS
+50.4%
-83.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +21.6% | -0.2% | +21.7% | +21.7% |
| 30D | +12.0% | +31.0% | -19.1% | +3.6% |
| 3M | -3.9% | +30.7% | -34.5% | -11.1% |
| 6M | -3.3% | +23.9% | -27.2% | -9.6% |
| YTD | -4.6% | +48.3% | -53.0% | -15.8% |
| 1Y | -7.0% | +60.2% | -67.2% | -19.7% |
| 3Y | -24.4% | +189.2% | -213.6% | -47.5% |
| All | -32.8% | +50.4% | -83.2% | -40.7% |
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