+690.7%
MSTR vs HSY
+122.8%
+567.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +9.3% | -1.6% | +10.9% | +9.5% |
| 30D | +36.5% | -4.2% | +40.7% | +37.1% |
| 3M | +7.3% | -0.7% | +8.0% | +7.4% |
| 6M | +2.2% | -21.8% | +24.0% | +4.9% |
| YTD | -10.2% | -2.7% | -7.5% | -10.6% |
| 1Y | -58.6% | -4.8% | -53.8% | -58.7% |
| 3Y | +283.2% | -9.4% | +292.5% | +281.5% |
| 5Y | +113.8% | +11.3% | +102.5% | +98.7% |
| 10Y | +690.7% | +125.0% | +565.7% | +429.0% |
| All | +690.7% | +122.8% | +567.9% | +429.0% |
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