+553.1%
MA vs THC
+1,421.6%
-868.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +2.3% | +3.7% | -1.4% | +1.7% |
| 30D | +14.7% | +9.0% | +5.6% | +13.0% |
| 3M | +13.5% | +10.4% | +3.1% | +11.5% |
| 6M | +33.1% | +45.7% | -12.5% | +24.2% |
| YTD | +15.1% | +42.6% | -27.5% | +7.1% |
| 1Y | +18.7% | +38.8% | -20.0% | +10.8% |
| 3Y | +72.1% | +418.8% | -346.7% | +24.2% |
| 5Y | +92.8% | +275.7% | -182.9% | +42.3% |
| All | +553.1% | +1,421.6% | -868.6% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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