+8.2%
MOS vs HSY
+121.4%
-113.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +9.5% | -3.3% | +12.8% | +10.8% |
| 30D | +10.4% | -2.8% | +13.2% | +11.4% |
| 3M | +12.9% | -4.5% | +17.4% | +14.2% |
| 6M | +1.2% | -24.2% | +25.5% | +11.0% |
| YTD | +9.3% | -2.7% | +12.0% | +9.0% |
| 1Y | -18.0% | -3.7% | -14.2% | -18.3% |
| 3Y | -29.0% | -11.5% | -17.6% | -28.1% |
| 5Y | -9.6% | +10.3% | -19.9% | -19.6% |
| All | +8.2% | +121.4% | -113.2% | -15.6% |
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