+0.8%
HSY vs MSTZ
-54.5%
+55.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.5% |
| 7D | -2.1% | +30.8% | -32.9% | -2.5% |
| 30D | +6.1% | +41.2% | -35.1% | +5.5% |
| 3M | -5.6% | -60.9% | +55.3% | -5.2% |
| 6M | -9.5% | -15.7% | +6.1% | -11.6% |
| YTD | -2.1% | -75.2% | +73.1% | -3.7% |
| 1Y | +0.8% | -59.8% | +60.6% | -2.4% |
| All | +0.8% | -54.5% | +55.3% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling