+611.0%
MS vs HAS
+102.4%
+508.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.3% | -5.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.3% |
| 30D | -3.9% | +31.3% | -35.2% | -13.2% |
| 3M | -15.9% | +32.1% | -48.0% | -24.4% |
| 6M | -2.5% | +28.1% | -30.6% | -12.1% |
| YTD | +5.1% | +49.1% | -44.0% | -11.1% |
| 1Y | +13.0% | +60.5% | -47.6% | -7.2% |
| 3Y | +160.7% | +183.9% | -23.2% | +64.9% |
| 5Y | +114.0% | +51.2% | +62.8% | +71.2% |
| All | +611.0% | +102.4% | +508.6% | +373.6% |
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