+210.4%
MGY vs HSY
+101.5%
+108.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +5.3% | -5.2% | +10.5% | +6.4% |
| 3M | +2.6% | -3.4% | +6.1% | +3.1% |
| 6M | -3.3% | -19.2% | +15.9% | +1.0% |
| YTD | +29.2% | -2.6% | +31.9% | +28.7% |
| 1Y | +18.0% | -3.8% | +21.8% | +17.7% |
| 3Y | +30.0% | -10.6% | +40.6% | +30.6% |
| 5Y | +92.7% | +12.3% | +80.4% | +75.8% |
| All | +210.4% | +101.5% | +108.9% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling