+2,067.4%
MTZ vs HAS
+4,678.1%
-2,610.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.6% |
| 7D | -10.6% | 0.0% | -10.6% | -10.8% |
| 30D | -30.4% | +31.3% | -61.7% | -37.3% |
| 3M | -40.4% | +32.1% | -72.5% | -46.6% |
| 6M | -63.7% | +28.1% | -91.8% | -67.3% |
| YTD | -26.9% | +49.1% | -76.0% | -38.0% |
| 1Y | -20.2% | +60.5% | -80.7% | -34.1% |
| 3Y | +208.1% | +183.9% | +24.3% | +102.9% |
| 5Y | +69.4% | +51.2% | +18.2% | +36.5% |
| 10Y | +440.6% | +105.3% | +335.3% | +273.1% |
| All | +2,067.4% | +4,678.1% | -2,610.7% | +537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling