+181.3%
MS vs HAS
+44.2%
+137.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.4% | -1.8% | +3.2% | +1.8% |
| 30D | -0.3% | +2.3% | -2.5% | -0.9% |
| 3M | +0.3% | +10.4% | -10.1% | -2.4% |
| 6M | +31.3% | -3.2% | +34.6% | +31.5% |
| YTD | +24.7% | +15.4% | +9.3% | +18.7% |
| 1Y | +47.9% | +18.8% | +29.1% | +39.4% |
| All | +181.3% | +44.2% | +137.1% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling