+736.9%
MSTR vs HAS
+56.4%
+680.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +12.2% | -1.8% | +14.0% | +13.1% |
| 30D | +45.2% | +2.3% | +42.9% | +43.4% |
| 3M | +10.4% | +10.4% | 0.0% | +4.7% |
| 6M | -2.5% | -3.2% | +0.7% | -2.1% |
| YTD | -6.0% | +15.4% | -21.4% | -13.9% |
| 1Y | -56.4% | +18.8% | -75.2% | -60.8% |
| 3Y | +306.3% | +43.9% | +262.3% | +223.7% |
| 5Y | +100.5% | +13.9% | +86.6% | +77.2% |
| All | +736.9% | +56.4% | +680.5% | +570.4% |
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