-6.1%
HSY vs MSTZ
-99.1%
+93.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.6% | -5.3% | +1.2% |
| 7D | -0.4% | +24.8% | -25.2% | -0.7% |
| 30D | -3.4% | -59.2% | +55.8% | -2.7% |
| 3M | -0.5% | -56.9% | +56.3% | -0.2% |
| 6M | -19.1% | -57.6% | +38.4% | -19.2% |
| YTD | -2.1% | -73.6% | +71.5% | -2.2% |
| 1Y | -3.2% | -15.6% | +12.3% | -5.2% |
| All | -6.1% | -99.1% | +93.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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