-86.8%
MSTU vs HAS
+37.1%
-124.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.4% | -6.2% | -6.9% |
| 7D | +16.1% | -3.1% | +19.2% | +18.9% |
| 30D | +68.7% | -2.7% | +71.4% | +71.5% |
| 3M | -11.0% | +8.9% | -19.9% | -17.7% |
| 6M | -33.4% | -2.9% | -30.5% | -32.6% |
| YTD | -59.5% | +12.6% | -72.2% | -64.8% |
| 1Y | -93.4% | +17.5% | -110.8% | -94.5% |
| All | -86.8% | +37.1% | -124.0% | -92.6% |
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