-11.5%
MTZ vs HAS
+59.5%
-70.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.5% | +10.1% | +9.6% |
| 7D | -6.4% | -0.2% | -6.3% | -6.4% |
| 30D | -22.1% | +31.0% | -53.1% | -24.7% |
| 3M | -32.7% | +30.7% | -63.3% | -35.0% |
| 6M | -59.8% | +23.9% | -83.7% | -60.9% |
| YTD | -19.9% | +48.3% | -68.2% | -28.2% |
| 1Y | -11.5% | +60.2% | -71.7% | -21.3% |
| All | -11.5% | +59.5% | -70.9% | -21.3% |
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