+95.0%
MSFU vs HAS
+86.2%
+8.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.1% | -4.6% |
| 7D | +4.0% | +3.3% | +0.8% | +3.2% |
| 30D | -2.3% | +30.5% | -32.9% | -9.5% |
| 3M | +7.1% | +29.9% | -22.8% | -0.7% |
| 6M | +48.9% | +26.5% | +22.4% | +38.4% |
| YTD | +2.4% | +51.9% | -49.5% | -11.1% |
| 1Y | -8.1% | +60.9% | -69.0% | -22.0% |
| 3Y | +25.2% | +215.0% | -189.8% | -19.6% |
| All | +95.0% | +86.2% | +8.9% | +74.0% |
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