+95.9%
MTZ vs HAS
+51.1%
+44.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +8.0% |
| 7D | -2.4% | +2.2% | -4.6% | -3.3% |
| 30D | -11.1% | +29.6% | -40.7% | -19.5% |
| 3M | -30.6% | +30.3% | -60.9% | -37.5% |
| 6M | -54.4% | +25.6% | -80.0% | -58.5% |
| YTD | -13.0% | +50.8% | -63.8% | -27.2% |
| 1Y | -5.7% | +63.0% | -68.7% | -23.6% |
| 3Y | +297.2% | +211.6% | +85.6% | +137.9% |
| 5Y | +95.9% | +50.4% | +45.5% | +55.5% |
| All | +95.9% | +51.1% | +44.8% | +55.5% |
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