-6.3%
MOS vs HSY
+128.6%
-134.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.5% |
| 7D | -2.0% | -2.1% | +0.2% | -1.2% |
| 30D | +15.3% | +6.1% | +9.2% | +12.9% |
| 3M | +1.5% | -5.6% | +7.1% | +3.4% |
| 6M | -2.0% | -9.5% | +7.6% | +1.1% |
| YTD | -6.5% | -2.1% | -4.4% | -7.2% |
| 1Y | -11.1% | +0.8% | -11.8% | -12.8% |
| 3Y | -30.3% | -2.1% | -28.1% | -32.7% |
| 5Y | -33.5% | +11.2% | -44.8% | -41.3% |
| All | -6.3% | +128.6% | -134.9% | -32.8% |
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