+1,124.1%
MSTR vs HAS
+838.7%
+285.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.6% | -8.6% |
| 7D | -8.7% | 0.0% | -8.7% | -8.6% |
| 30D | -21.4% | +31.3% | -52.7% | -29.9% |
| 3M | +31.4% | +32.1% | -0.7% | +16.7% |
| 6M | -30.8% | +28.1% | -59.0% | -38.2% |
| YTD | -14.9% | +49.1% | -64.0% | -29.3% |
| 1Y | -49.3% | +60.5% | -109.8% | -59.3% |
| 3Y | +184.8% | +183.9% | +1.0% | +77.6% |
| 5Y | +62.1% | +51.2% | +10.9% | +34.2% |
| 10Y | +580.0% | +105.3% | +474.7% | +353.9% |
| All | +1,124.1% | +838.7% | +285.5% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling