-7.8%
MP vs HAS
+52.6%
-60.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -5.3% |
| 7D | -19.0% | 0.0% | -18.9% | -19.0% |
| 30D | -30.5% | +31.3% | -61.8% | -38.7% |
| 3M | -29.6% | +32.1% | -61.7% | -38.2% |
| 6M | -50.4% | +28.1% | -78.6% | -56.4% |
| YTD | -33.2% | +49.1% | -82.3% | -46.4% |
| 1Y | -38.6% | +60.5% | -99.1% | -52.7% |
| 3Y | +105.5% | +183.9% | -78.4% | +5.2% |
| 5Y | -7.8% | +51.2% | -59.1% | -24.3% |
| All | -7.8% | +52.6% | -60.4% | -24.3% |
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 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