+219.0%
MTSI vs HSY
+0.7%
+218.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.4% | +8.9% | +10.7% |
| 7D | +7.2% | +1.1% | +6.1% | +7.6% |
| 30D | -18.4% | +7.7% | -26.1% | -16.4% |
| 3M | -16.7% | -2.3% | -14.4% | -16.0% |
| 6M | -31.7% | -5.3% | -26.4% | -30.9% |
| YTD | +45.9% | -0.9% | +46.8% | +50.0% |
| 1Y | +47.0% | +5.2% | +41.8% | +52.6% |
| All | +219.0% | +0.7% | +218.2% | +234.5% |
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 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