+211.6%
MAS vs HSY
+127.3%
+84.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +1.2% | -2.3% | +3.5% | +1.9% |
| 30D | +21.6% | +6.3% | +15.3% | +18.9% |
| 3M | +14.1% | -5.2% | +19.3% | +16.0% |
| 6M | +22.6% | -8.3% | +30.9% | +25.7% |
| YTD | +35.4% | -2.7% | +38.1% | +35.2% |
| 1Y | +37.5% | +0.1% | +37.3% | +35.8% |
| 3Y | +58.3% | -1.0% | +59.4% | +52.9% |
| 5Y | +39.1% | +10.6% | +28.5% | +24.5% |
| All | +211.6% | +127.3% | +84.3% | +104.6% |
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