+569.6%
MA vs THC
+1,879.5%
-1,309.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | +11.0% | +9.0% | +2.0% | +9.4% |
| 3M | +17.9% | +12.9% | +4.9% | +15.3% |
| 6M | +33.2% | +52.8% | -19.7% | +23.0% |
| YTD | +16.5% | +47.4% | -30.9% | +7.6% |
| 1Y | +19.1% | +47.7% | -28.6% | +9.8% |
| 3Y | +70.6% | +444.7% | -374.1% | +21.1% |
| 5Y | +92.1% | +269.3% | -177.1% | +41.2% |
| 10Y | +569.6% | +1,913.5% | -1,344.0% | +269.5% |
| All | +569.6% | +1,879.5% | -1,309.9% | +269.5% |
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