-89.8%
MSTU vs HAS
+80.6%
-170.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -4.3% | -0.2% | -4.1% | -3.8% |
| 30D | -34.6% | +31.0% | -65.6% | -46.0% |
| 3M | +39.0% | +30.7% | +8.4% | +14.5% |
| 6M | -70.5% | +23.9% | -94.4% | -74.9% |
| YTD | -68.6% | +48.3% | -116.9% | -77.6% |
| 1Y | -88.6% | +60.2% | -148.9% | -92.6% |
| All | -89.8% | +80.6% | -170.4% | -95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling