+663.4%
MSI vs HSY
+128.6%
+534.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +3.2% | -2.1% | +5.4% | +3.9% |
| 30D | +17.6% | +6.1% | +11.5% | +15.1% |
| 3M | +14.5% | -5.6% | +20.2% | +16.5% |
| 6M | +34.3% | -9.5% | +43.8% | +38.0% |
| YTD | +39.7% | -2.1% | +41.8% | +38.8% |
| 1Y | +40.2% | +0.8% | +39.4% | +37.6% |
| 3Y | +77.1% | -2.1% | +79.3% | +71.0% |
| 5Y | +124.0% | +11.2% | +112.8% | +102.1% |
| All | +663.4% | +128.6% | +534.8% | +445.3% |
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 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