+93.5%
MTZ vs HAS
+49.5%
+44.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.5% |
| 7D | +16.5% | +1.6% | +14.8% | +15.9% |
| 30D | -10.2% | +26.6% | -36.8% | -17.9% |
| 3M | -34.2% | +29.0% | -63.1% | -40.4% |
| 6M | -56.0% | +30.6% | -86.5% | -60.6% |
| YTD | -14.8% | +51.5% | -66.4% | -28.8% |
| 1Y | -7.2% | +58.5% | -65.7% | -23.9% |
| 3Y | +275.8% | +214.1% | +61.7% | +124.5% |
| 5Y | +93.5% | +50.2% | +43.3% | +54.3% |
| All | +93.5% | +49.5% | +44.0% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling