+88.0%
MSFU vs HAS
+84.2%
+3.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -2.8% | +1.4% | -4.1% | -3.2% |
| 30D | -5.3% | +26.3% | -31.6% | -11.5% |
| 3M | +7.2% | +25.6% | -18.4% | +0.3% |
| 6M | +51.0% | +30.3% | +20.7% | +38.9% |
| YTD | -1.2% | +50.4% | -51.6% | -14.1% |
| 1Y | -10.3% | +57.7% | -68.0% | -23.4% |
| 3Y | +22.2% | +213.4% | -191.2% | -21.4% |
| All | +88.0% | +84.2% | +3.8% | +68.2% |
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