-38.3%
MTZ vs HAS
+35.2%
-73.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.1% | -18.5% | -14.1% |
| 7D | -7.4% | +2.4% | -9.8% | -6.1% |
| 30D | -23.6% | +31.6% | -55.2% | -18.6% |
| 3M | -38.3% | +33.9% | -72.2% | -34.4% |
| All | -38.3% | +35.2% | -73.5% | -34.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling