+76.3%
MSFU vs HSY
-13.4%
+89.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.2% |
| 7D | -5.7% | -3.3% | -2.4% | -5.8% |
| 30D | +4.2% | -2.8% | +7.0% | +4.1% |
| 3M | +27.9% | -4.5% | +32.4% | +27.5% |
| 6M | +37.1% | -24.2% | +61.3% | +36.5% |
| YTD | -7.4% | -2.7% | -4.6% | -8.7% |
| 1Y | -19.6% | -3.7% | -15.9% | -20.8% |
| 3Y | +33.2% | -11.5% | +44.7% | +38.5% |
| All | +76.3% | -13.4% | +89.7% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling