+111.1%
MOS vs HAS
+4,759.6%
-4,648.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.1% | +14.3% | +16.4% |
| 7D | +17.9% | +2.4% | +15.5% | +17.2% |
| 30D | +1.6% | +31.6% | -30.1% | -6.9% |
| 3M | -4.0% | +33.9% | -37.9% | -12.6% |
| 6M | -4.1% | +31.4% | -35.5% | -12.7% |
| YTD | -7.8% | +51.6% | -59.4% | -20.0% |
| 1Y | -15.6% | +65.2% | -80.8% | -28.7% |
| 3Y | -28.9% | +188.7% | -217.6% | -50.8% |
| 5Y | -36.8% | +55.7% | -92.5% | -48.2% |
| 10Y | +6.7% | +108.8% | -102.1% | -22.9% |
| All | +111.1% | +4,759.6% | -4,648.6% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling