-19.6%
MSFU vs HSY
-3.5%
-16.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.4% |
| 7D | -5.7% | -3.3% | -2.4% | -6.5% |
| 30D | +4.2% | -2.8% | +7.0% | +3.5% |
| 3M | +27.9% | -4.5% | +32.4% | +25.4% |
| 6M | +37.1% | -24.2% | +61.3% | +25.3% |
| YTD | -7.4% | -2.7% | -4.6% | -11.5% |
| 1Y | -19.6% | -3.7% | -15.9% | -22.7% |
| All | -19.6% | -3.5% | -16.1% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling