+671.4%
MSI vs HAS
+102.6%
+568.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | +7.4% | +3.3% | +4.1% | +6.6% |
| 30D | +18.7% | +30.5% | -11.8% | +11.8% |
| 3M | +14.5% | +29.9% | -15.4% | +7.8% |
| 6M | +38.1% | +26.5% | +11.6% | +30.4% |
| YTD | +38.7% | +51.9% | -13.2% | +24.8% |
| 1Y | +35.4% | +60.9% | -25.5% | +20.1% |
| 3Y | +75.1% | +215.0% | -139.9% | +27.4% |
| 5Y | +126.4% | +51.5% | +74.9% | +97.8% |
| 10Y | +671.4% | +102.2% | +569.2% | +511.4% |
| All | +671.4% | +102.6% | +568.8% | +511.4% |
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