Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MSFT vs HAS✓SelectedUSD · HASMSFT vs HAS performance historyLatest closeAs of-1.15%09/08
Stock and ETF performance explorer

MSFT vs HAS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+868.6%
HAS return
+53.3%
Excess return
+815.3%
Maximum drawdown
-37.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioHASExcessAlpha
1D-1.2%-2.4%+1.2%-0.5%
7D-1.4%-3.1%+1.7%-0.6%
30D-1.0%-2.7%+1.7%-0.3%
3M+20.2%+8.9%+11.3%+17.0%
6M+21.3%-2.9%+24.2%+21.1%
YTD+2.8%+12.6%-9.9%-2.0%
1Y0.0%+17.5%-17.5%-6.1%
3Y+51.2%+46.2%+5.0%+29.5%
5Y+71.4%+12.6%+58.9%+57.0%
10Y+868.6%+55.7%+812.9%+688.3%
All+868.6%+53.3%+815.3%+688.3%

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 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