+492.6%
MTZ vs HAS
+106.1%
+386.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +7.9% |
| 7D | -2.4% | +2.2% | -4.6% | -3.4% |
| 30D | -11.1% | +29.6% | -40.7% | -20.6% |
| 3M | -30.6% | +30.3% | -60.9% | -38.4% |
| 6M | -54.4% | +25.6% | -80.0% | -59.1% |
| YTD | -13.0% | +50.8% | -63.8% | -28.6% |
| 1Y | -5.7% | +63.0% | -68.7% | -25.1% |
| 3Y | +297.2% | +211.6% | +85.6% | +130.9% |
| 5Y | +95.9% | +50.4% | +45.5% | +52.4% |
| 10Y | +492.6% | +101.9% | +390.7% | +310.3% |
| All | +492.6% | +106.1% | +386.5% | +310.3% |
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 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