+215.9%
MAS vs HSY
+125.6%
+90.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +2.0% | +7.5% | -5.6% | -0.6% |
| 30D | +19.4% | +11.1% | +8.3% | +15.0% |
| 3M | +9.4% | -1.9% | +11.4% | +10.0% |
| 6M | +15.3% | -3.0% | +18.3% | +15.9% |
| YTD | +31.3% | 0.0% | +31.3% | +29.9% |
| 1Y | +34.9% | +9.4% | +25.4% | +29.1% |
| 3Y | +58.6% | +3.8% | +54.8% | +50.6% |
| 5Y | +40.7% | +15.2% | +25.5% | +24.1% |
| All | +215.9% | +125.6% | +90.3% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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