-87.5%
MSTU vs HSY
-7.6%
-79.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.7% |
| 7D | +12.9% | -3.0% | +15.9% | +11.5% |
| 30D | +68.3% | -5.0% | +73.4% | +64.7% |
| 3M | +0.4% | -1.3% | +1.7% | 0.0% |
| 6M | -41.5% | -21.5% | -20.0% | -48.2% |
| YTD | -61.7% | -3.3% | -58.4% | -60.6% |
| 1Y | -93.7% | -5.5% | -88.2% | -93.6% |
| All | -87.5% | -7.6% | -79.9% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling