-88.4%
MSTU vs HSY
-6.5%
-81.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -6.2% |
| 7D | -22.0% | -0.4% | -21.6% | -22.2% |
| 30D | +60.3% | -3.4% | +63.7% | +58.1% |
| 3M | -3.7% | -0.5% | -3.2% | -3.8% |
| 6M | -45.2% | -19.1% | -26.0% | -50.6% |
| YTD | -64.3% | -2.1% | -62.2% | -63.1% |
| 1Y | -94.0% | -3.2% | -90.8% | -93.9% |
| All | -88.4% | -6.5% | -81.9% | -87.1% |
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