-6.1%
MP vs HAS
+51.6%
-57.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.2% | -3.7% |
| 7D | -3.6% | +3.3% | -6.9% | -5.0% |
| 30D | -21.0% | +30.5% | -51.5% | -30.0% |
| 3M | -33.3% | +29.9% | -63.2% | -40.9% |
| 6M | -45.9% | +26.5% | -72.5% | -52.1% |
| YTD | -27.8% | +51.9% | -79.8% | -42.5% |
| 1Y | -43.2% | +60.9% | -104.1% | -56.2% |
| 3Y | +144.0% | +215.0% | -70.9% | +18.2% |
| 5Y | -6.1% | +51.5% | -57.6% | -20.2% |
| All | -6.1% | +51.6% | -57.7% | -20.2% |
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 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