-19.0%
MSFU vs HSY
-5.5%
-13.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.0% |
| 7D | -2.3% | -3.0% | +0.6% | -3.1% |
| 30D | -6.3% | -5.0% | -1.2% | -7.4% |
| 3M | +40.0% | -1.3% | +41.3% | +39.0% |
| 6M | +30.1% | -21.5% | +51.6% | +20.2% |
| YTD | -10.3% | -3.3% | -7.1% | -14.4% |
| 1Y | -19.0% | -5.5% | -13.5% | -22.2% |
| All | -19.0% | -5.5% | -13.5% | -22.2% |
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 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