+320.4%
MTSI vs HSY
+10.4%
+310.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.3% |
| 7D | +1.4% | -3.3% | +4.7% | +1.0% |
| 30D | +2.1% | -2.8% | +4.9% | +1.7% |
| 3M | -29.7% | -4.5% | -25.2% | -29.8% |
| 6M | +12.5% | -24.2% | +36.7% | +11.3% |
| YTD | +57.0% | -2.7% | +59.8% | +58.2% |
| 1Y | +103.9% | -3.7% | +107.7% | +105.8% |
| 3Y | +223.6% | -11.5% | +235.0% | +230.0% |
| All | +320.4% | +10.4% | +310.0% | +339.0% |
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