+95.0%
MSFU vs HSY
-13.0%
+108.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | +4.0% | +3.8% | +0.2% | +4.2% |
| 30D | -2.3% | +6.9% | -9.2% | -2.1% |
| 3M | +7.1% | -4.1% | +11.2% | +7.1% |
| 6M | +48.9% | -5.0% | +53.9% | +48.4% |
| YTD | +2.4% | -2.3% | +4.7% | +1.0% |
| 1Y | -8.1% | +6.1% | -14.2% | -10.0% |
| 3Y | +25.2% | -0.7% | +25.8% | +21.5% |
| All | +95.0% | -13.0% | +108.0% | +105.6% |
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