-9.6%
MOS vs HAS
+13.4%
-23.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +9.5% | -1.8% | +11.3% | +10.1% |
| 30D | +10.4% | +2.3% | +8.2% | +9.6% |
| 3M | +12.9% | +10.4% | +2.5% | +9.5% |
| 6M | +1.2% | -3.2% | +4.5% | +1.4% |
| YTD | +9.3% | +15.4% | -6.1% | +3.9% |
| 1Y | -18.0% | +18.8% | -36.8% | -22.8% |
| 3Y | -29.0% | +43.9% | -73.0% | -38.4% |
| All | -9.6% | +13.4% | -23.0% | -4.1% |
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