+1,120.0%
MPC vs HAS
+56.4%
+1,063.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +5.4% | -1.8% | +7.2% | +6.1% |
| 30D | +31.0% | +2.3% | +28.7% | +29.9% |
| 3M | +46.0% | +10.4% | +35.7% | +40.3% |
| 6M | +77.3% | -3.2% | +80.5% | +76.5% |
| YTD | +141.9% | +15.4% | +126.5% | +124.9% |
| 1Y | +120.9% | +18.8% | +102.1% | +102.5% |
| 3Y | +182.7% | +43.9% | +138.7% | +134.4% |
| 5Y | +646.4% | +13.9% | +632.5% | +564.7% |
| All | +1,120.0% | +56.4% | +1,063.6% | +834.1% |
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