+0.6%
MOS vs HSY
+131.3%
-130.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.3% |
| 7D | +5.5% | +1.1% | +4.4% | +5.0% |
| 30D | +21.0% | +7.7% | +13.3% | +17.7% |
| 3M | -0.5% | -2.3% | +1.8% | +0.1% |
| 6M | +6.6% | -5.3% | +11.9% | +8.1% |
| YTD | -2.8% | -0.9% | -1.9% | -3.9% |
| 1Y | -8.1% | +5.2% | -13.3% | -11.4% |
| 3Y | -25.6% | +0.7% | -26.3% | -29.1% |
| 5Y | -29.8% | +12.2% | -42.0% | -38.1% |
| 10Y | +0.6% | +131.1% | -130.6% | -30.1% |
| All | +0.6% | +131.3% | -130.7% | -30.1% |
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