+515.3%
MSTR vs HAS
+102.4%
+413.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | -10.7% | +3.3% | -14.0% | -12.0% |
| 30D | -21.6% | +30.5% | -52.1% | -30.7% |
| 3M | +24.4% | +29.9% | -5.5% | +9.9% |
| 6M | -35.5% | +26.5% | -62.0% | -42.7% |
| YTD | -20.3% | +51.9% | -72.3% | -35.8% |
| 1Y | -49.3% | +60.9% | -110.2% | -60.4% |
| 3Y | +137.8% | +215.0% | -77.2% | +32.4% |
| 5Y | +48.3% | +51.5% | -3.2% | +15.1% |
| All | +515.3% | +102.4% | +413.0% | +332.9% |
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