-92.7%
MSTU vs HAS
+20.3%
-113.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +21.3% | -1.8% | +23.1% | +22.0% |
| 30D | +90.8% | +2.3% | +88.6% | +88.6% |
| 3M | -6.8% | +10.4% | -17.1% | -10.8% |
| 6M | -39.8% | -3.2% | -36.6% | -40.8% |
| YTD | -55.7% | +15.4% | -71.1% | -58.1% |
| 1Y | -92.7% | +18.8% | -111.5% | -92.9% |
| All | -92.7% | +20.3% | -113.0% | -92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling