+7.6%
MOS vs HSY
+125.6%
-117.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +21.6% | +7.5% | +14.1% | +18.8% |
| 30D | +12.0% | +11.1% | +0.9% | +7.9% |
| 3M | -3.9% | -1.9% | -1.9% | -3.4% |
| 6M | -3.3% | -3.0% | -0.3% | -2.8% |
| YTD | -4.6% | 0.0% | -4.7% | -6.0% |
| 1Y | -7.0% | +9.4% | -16.4% | -11.6% |
| 3Y | -24.4% | +3.8% | -28.2% | -28.9% |
| 5Y | -32.1% | +15.2% | -47.3% | -40.8% |
| All | +7.6% | +125.6% | -117.9% | -20.2% |
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