+514.9%
MKSI vs HSY
+128.6%
+386.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -12.8% | -5.2% | -7.6% | -12.1% |
| 3M | -22.5% | -3.4% | -19.1% | -22.7% |
| 6M | +19.4% | -19.2% | +38.6% | +24.3% |
| YTD | +67.7% | -2.6% | +70.4% | +65.9% |
| 1Y | +131.4% | -3.8% | +135.2% | +128.9% |
| 3Y | +197.3% | -10.6% | +208.0% | +195.2% |
| 5Y | +87.0% | +12.3% | +74.7% | +63.1% |
| All | +514.9% | +128.6% | +386.3% | +346.3% |
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