+49.9%
MSTR vs HSY
+14.9%
+35.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.2% |
| 7D | -1.2% | +7.5% | -8.7% | -0.4% |
| 30D | -15.9% | +11.1% | -27.0% | -14.9% |
| 3M | +33.1% | -1.9% | +35.1% | +33.1% |
| 6M | -31.0% | -3.0% | -28.0% | -31.0% |
| YTD | -15.1% | 0.0% | -15.2% | -14.6% |
| 1Y | -45.6% | +9.4% | -55.1% | -44.9% |
| 3Y | +180.5% | +3.8% | +176.8% | +177.9% |
| All | +49.9% | +14.9% | +35.1% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling