+154.2%
MSTR vs HAS
+204.3%
-50.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.4% |
| 7D | -4.0% | +2.2% | -6.1% | -4.8% |
| 30D | -18.6% | +29.6% | -48.2% | -27.7% |
| 3M | +25.6% | +30.3% | -4.7% | +11.0% |
| 6M | -33.1% | +25.6% | -58.7% | -40.2% |
| YTD | -17.3% | +50.8% | -68.2% | -33.7% |
| 1Y | -48.1% | +63.0% | -111.1% | -60.3% |
| 3Y | +154.2% | +211.6% | -57.4% | +27.8% |
| All | +154.2% | +204.3% | -50.1% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling