+554.5%
MSTR vs HSY
+122.5%
+432.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.4% |
| 7D | -4.0% | +1.3% | -5.3% | -4.1% |
| 30D | -18.6% | +6.6% | -25.2% | -19.1% |
| 3M | +25.6% | -4.1% | +29.7% | +25.9% |
| 6M | -33.1% | -5.2% | -27.8% | -32.9% |
| YTD | -17.3% | -2.5% | -14.8% | -17.7% |
| 1Y | -48.1% | +4.7% | -52.8% | -48.9% |
| 3Y | +154.2% | +0.6% | +153.6% | +145.4% |
| 5Y | +46.2% | +11.7% | +34.5% | +36.8% |
| 10Y | +554.5% | +120.0% | +434.5% | +416.9% |
| All | +554.5% | +122.5% | +432.0% | +416.9% |
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