+568.4%
MA vs THC
+1,758.3%
-1,189.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | +1.8% | +8.8% | -7.0% | +0.3% |
| 30D | +11.8% | +10.0% | +1.8% | +10.0% |
| 3M | +17.2% | +11.7% | +5.5% | +14.8% |
| 6M | +33.4% | +52.5% | -19.1% | +23.3% |
| YTD | +16.1% | +46.1% | -29.9% | +7.5% |
| 1Y | +19.9% | +49.1% | -29.2% | +10.4% |
| 3Y | +70.1% | +439.6% | -369.6% | +21.0% |
| 5Y | +89.6% | +263.2% | -173.5% | +39.7% |
| 10Y | +568.4% | +1,900.5% | -1,332.1% | +269.7% |
| All | +568.4% | +1,758.3% | -1,189.9% | +269.7% |
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