+224.3%
MAS vs HSY
+122.5%
+101.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.6% | +7.1% | +5.4% |
| 7D | +3.3% | +1.3% | +2.0% | +2.7% |
| 30D | +25.5% | +6.6% | +18.9% | +22.6% |
| 3M | +11.8% | -4.1% | +15.9% | +13.2% |
| 6M | +21.3% | -5.2% | +26.6% | +22.9% |
| YTD | +37.7% | -2.5% | +40.3% | +37.5% |
| 1Y | +41.0% | +4.7% | +36.3% | +37.0% |
| 3Y | +63.0% | +0.6% | +62.4% | +56.4% |
| 5Y | +44.1% | +11.7% | +32.4% | +28.5% |
| 10Y | +224.3% | +120.0% | +104.3% | +122.6% |
| All | +224.3% | +122.5% | +101.8% | +122.6% |
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