+206.9%
MTSI vs HSY
+11.0%
+195.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.5% |
| 7D | +10.0% | -2.1% | +12.1% | +9.5% |
| 30D | -20.3% | +6.1% | -26.4% | -19.2% |
| 3M | -24.4% | -5.6% | -18.8% | -24.3% |
| 6M | -39.2% | -9.5% | -29.6% | -38.8% |
| YTD | +35.5% | -2.1% | +37.6% | +37.7% |
| 1Y | +43.0% | +0.8% | +42.3% | +45.9% |
| 3Y | +196.3% | -2.1% | +198.4% | +204.7% |
| All | +206.9% | +11.0% | +195.9% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling