+118.0%
MOS vs HAS
+4,678.1%
-4,560.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.8% |
| 7D | +22.5% | 0.0% | +22.5% | +22.6% |
| 30D | +6.6% | +31.3% | -24.7% | -2.2% |
| 3M | -3.8% | +32.1% | -35.9% | -12.1% |
| 6M | -2.2% | +28.1% | -30.3% | -10.2% |
| YTD | -4.8% | +49.1% | -53.9% | -17.0% |
| 1Y | -11.7% | +60.5% | -72.2% | -24.8% |
| 3Y | -26.5% | +183.9% | -210.4% | -49.0% |
| 5Y | -32.2% | +51.2% | -83.4% | -43.9% |
| 10Y | +10.2% | +105.3% | -95.1% | -20.0% |
| All | +118.0% | +4,678.1% | -4,560.1% | -25.9% |
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 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