+30.0%
MTZ vs HAS
+20.3%
+9.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.2% |
| 30D | -11.1% | +2.3% | -13.3% | -11.7% |
| 3M | -36.7% | +10.4% | -47.1% | -38.6% |
| 6M | -21.9% | -3.2% | -18.7% | -21.8% |
| YTD | +9.1% | +15.4% | -6.3% | -0.2% |
| 1Y | +30.0% | +18.8% | +11.2% | +12.3% |
| All | +30.0% | +20.3% | +9.6% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling