+286.5%
MXL vs HAS
+54.3%
+232.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +8.2% |
| 7D | +19.0% | -4.8% | +23.8% | +21.5% |
| 30D | +4.5% | -5.1% | +9.6% | +6.8% |
| 3M | -1.5% | +6.4% | -7.9% | -5.1% |
| 6M | +348.6% | -5.6% | +354.3% | +351.3% |
| YTD | +310.3% | +11.0% | +299.3% | +280.7% |
| 1Y | +344.7% | +16.8% | +327.9% | +303.6% |
| 3Y | +211.2% | +44.0% | +167.1% | +146.6% |
| 5Y | +34.8% | +11.0% | +23.9% | +20.5% |
| 10Y | +286.5% | +56.0% | +230.5% | +197.5% |
| All | +286.5% | +54.3% | +232.3% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling