+1,252.0%
MSTR vs HSY
+819.1%
+432.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +12.2% | -3.3% | +15.5% | +12.6% |
| 30D | +45.2% | -2.8% | +48.0% | +45.6% |
| 3M | +10.4% | -4.5% | +14.9% | +10.8% |
| 6M | -2.5% | -24.2% | +21.7% | +0.7% |
| YTD | -6.0% | -2.7% | -3.3% | -6.3% |
| 1Y | -56.4% | -3.7% | -52.7% | -56.5% |
| 3Y | +306.3% | -11.5% | +317.8% | +304.4% |
| 5Y | +100.5% | +10.3% | +90.1% | +92.1% |
| 10Y | +741.1% | +122.1% | +619.0% | +616.7% |
| All | +1,252.0% | +819.1% | +432.9% | +1,289.2% |
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