+49.9%
MSTR vs HAS
+50.4%
-0.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -1.2% | -0.2% | -1.1% | -1.0% |
| 30D | -15.9% | +31.0% | -47.0% | -30.4% |
| 3M | +33.1% | +30.7% | +2.5% | +10.0% |
| 6M | -31.0% | +23.9% | -54.9% | -41.6% |
| YTD | -15.1% | +48.3% | -63.5% | -38.7% |
| 1Y | -45.6% | +60.2% | -105.9% | -63.4% |
| 3Y | +180.5% | +189.2% | -8.7% | +2.7% |
| All | +49.9% | +50.4% | -0.5% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling