+1,171.8%
MPC vs HAS
+97.5%
+1,074.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +11.2% | +1.4% | +9.9% | +10.7% |
| 30D | -14.5% | +26.3% | -40.8% | -21.5% |
| 3M | +16.7% | +25.6% | -8.9% | +7.2% |
| 6M | +67.6% | +30.3% | +37.3% | +50.9% |
| YTD | +157.9% | +50.4% | +107.6% | +117.7% |
| 1Y | +116.7% | +57.7% | +58.9% | +79.3% |
| 3Y | +199.8% | +213.4% | -13.6% | +85.7% |
| 5Y | +604.4% | +49.1% | +555.3% | +469.8% |
| All | +1,171.8% | +97.5% | +1,074.2% | +800.2% |
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 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