+593.1%
MA vs THC
+1,813.2%
-1,220.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +1.3% | +1.0% | +0.3% | +1.1% |
| 30D | +9.6% | +5.3% | +4.3% | +8.6% |
| 3M | +16.8% | +7.1% | +9.7% | +15.2% |
| 6M | +35.2% | +46.0% | -10.8% | +25.7% |
| YTD | +16.6% | +43.9% | -27.4% | +8.0% |
| 1Y | +19.8% | +45.4% | -25.7% | +10.6% |
| 3Y | +70.7% | +421.3% | -350.6% | +21.6% |
| 5Y | +87.4% | +261.5% | -174.1% | +37.6% |
| All | +593.1% | +1,813.2% | -1,220.1% | +264.4% |
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