+1,058.3%
MSTR vs HSY
+836.5%
+221.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.9% |
| 7D | -14.2% | +1.1% | -15.3% | -14.3% |
| 30D | -19.9% | +7.7% | -27.5% | -20.7% |
| 3M | +27.3% | -2.3% | +29.6% | +27.5% |
| 6M | -37.6% | -5.3% | -32.2% | -37.4% |
| YTD | -19.5% | -0.9% | -18.6% | -20.0% |
| 1Y | -47.1% | +5.2% | -52.3% | -47.9% |
| 3Y | +140.3% | +0.7% | +139.5% | +133.8% |
| 5Y | +49.5% | +12.2% | +37.3% | +42.8% |
| 10Y | +521.9% | +131.1% | +390.8% | +426.5% |
| All | +1,058.3% | +836.5% | +221.8% | +1,086.2% |
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