+595.0%
MSI vs HAS
+53.3%
+541.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.6% |
| 7D | -5.8% | -3.1% | -2.7% | -5.1% |
| 30D | -1.0% | -2.7% | +1.7% | -0.4% |
| 3M | +14.2% | +8.9% | +5.2% | +11.7% |
| 6M | +1.0% | -2.9% | +4.0% | +1.0% |
| YTD | +21.5% | +12.6% | +8.8% | +16.9% |
| 1Y | -2.1% | +17.5% | -19.6% | -6.9% |
| 3Y | +69.3% | +46.2% | +23.1% | +49.2% |
| 5Y | +99.3% | +12.6% | +86.7% | +85.9% |
| 10Y | +595.0% | +55.7% | +539.3% | +494.0% |
| All | +595.0% | +53.3% | +541.8% | +494.0% |
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