-24.4%
MOS vs HSY
+3.5%
-27.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +21.6% | +7.5% | +14.1% | +20.4% |
| 30D | +12.0% | +11.1% | +0.9% | +10.3% |
| 3M | -3.9% | -1.9% | -1.9% | -3.9% |
| 6M | -3.3% | -3.0% | -0.3% | -3.2% |
| YTD | -4.6% | 0.0% | -4.7% | -5.1% |
| 1Y | -7.0% | +9.4% | -16.4% | -8.5% |
| 3Y | -24.4% | +3.8% | -28.2% | -27.3% |
| All | -24.4% | +3.5% | -27.9% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling