-92.4%
MSTU vs HSY
-6.5%
-85.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -4.8% |
| 7D | -25.8% | -2.1% | -23.7% | -26.6% |
| 30D | -43.9% | +6.1% | -50.0% | -42.0% |
| 3M | +2.9% | -5.6% | +8.5% | +0.9% |
| 6M | -75.5% | -9.5% | -66.0% | -76.6% |
| YTD | -76.7% | -2.1% | -74.6% | -75.8% |
| 1Y | -88.9% | +0.8% | -89.7% | -88.3% |
| All | -92.4% | -6.5% | -85.9% | -91.5% |
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