-15.0%
MP vs HAS
+20.3%
-35.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | -2.9% | -1.8% | -1.0% | -2.9% |
| 30D | +13.8% | +2.3% | +11.6% | +14.1% |
| 3M | -16.7% | +10.4% | -27.1% | -16.0% |
| 6M | -11.5% | -3.2% | -8.3% | -11.9% |
| YTD | +7.9% | +15.4% | -7.5% | +13.5% |
| 1Y | -15.0% | +18.8% | -33.8% | -12.2% |
| All | -15.0% | +20.3% | -35.4% | -12.2% |
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