+1,079.5%
MPC vs HAS
+101.4%
+978.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -16.2% | -0.2% | -16.0% | -16.2% |
| 30D | -15.7% | +31.0% | -46.7% | -23.6% |
| 3M | +24.9% | +30.7% | -5.8% | +13.2% |
| 6M | +52.7% | +23.9% | +28.7% | +39.9% |
| YTD | +131.9% | +48.3% | +83.5% | +96.6% |
| 1Y | +96.6% | +60.2% | +36.4% | +61.7% |
| 3Y | +163.8% | +189.2% | -25.4% | +68.6% |
| 5Y | +533.1% | +50.4% | +482.7% | +409.3% |
| All | +1,079.5% | +101.4% | +978.1% | +710.9% |
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 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