+254.1%
MP vs HAS
+111.3%
+142.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.2% |
| 7D | -10.5% | -0.2% | -10.4% | -10.5% |
| 30D | -23.5% | +31.0% | -54.6% | -31.6% |
| 3M | -25.4% | +30.7% | -56.1% | -33.3% |
| 6M | -51.3% | +23.9% | -75.2% | -56.0% |
| YTD | -29.9% | +48.3% | -78.2% | -42.2% |
| 1Y | -31.8% | +60.2% | -92.1% | -45.9% |
| 3Y | +127.0% | +189.2% | -62.2% | +28.5% |
| 5Y | -3.3% | +50.4% | -53.7% | -27.2% |
| All | +254.1% | +111.3% | +142.8% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling