+471.4%
MTSI vs HSY
+122.5%
+348.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.6% | +11.6% | +9.3% |
| 7D | +3.5% | +1.3% | +2.2% | +3.3% |
| 30D | -30.3% | +6.6% | -36.9% | -31.2% |
| 3M | -26.0% | -4.1% | -21.9% | -25.9% |
| 6M | -36.1% | -5.2% | -30.8% | -36.1% |
| YTD | +34.3% | -2.5% | +36.8% | +33.5% |
| 1Y | +35.3% | +4.7% | +30.5% | +32.4% |
| 3Y | +217.6% | +0.6% | +217.1% | +206.0% |
| 5Y | +210.1% | +11.7% | +198.4% | +175.3% |
| 10Y | +471.4% | +120.0% | +351.4% | +330.1% |
| All | +471.4% | +122.5% | +348.9% | +330.1% |
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