-89.3%
MSTU vs HAS
+61.8%
-151.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -5.8% |
| 7D | -9.3% | +2.2% | -11.5% | -9.9% |
| 30D | -38.3% | +29.6% | -67.9% | -43.2% |
| 3M | +24.0% | +30.3% | -6.2% | +13.7% |
| 6M | -72.1% | +25.6% | -97.7% | -74.4% |
| YTD | -70.2% | +50.8% | -121.0% | -70.6% |
| All | -89.3% | +61.8% | -151.1% | -87.8% |
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 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