+2.8%
MOS vs HSY
+122.5%
-119.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.8% |
| 7D | +19.7% | +1.3% | +18.4% | +19.3% |
| 30D | +21.5% | +6.6% | +14.9% | +18.7% |
| 3M | -0.4% | -4.1% | +3.7% | +0.8% |
| 6M | +4.5% | -5.2% | +9.8% | +5.9% |
| YTD | -2.9% | -2.5% | -0.4% | -3.4% |
| 1Y | -7.7% | +4.7% | -12.5% | -10.9% |
| 3Y | -25.6% | +0.6% | -26.2% | -29.2% |
| 5Y | -31.2% | +11.7% | -42.8% | -39.3% |
| 10Y | +2.8% | +120.0% | -117.2% | -22.8% |
| All | +2.8% | +122.5% | -119.7% | -22.8% |
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