+72.1%
MA vs THC
+413.3%
-341.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +2.3% | +3.7% | -1.4% | +1.9% |
| 30D | +14.7% | +9.0% | +5.6% | +13.6% |
| 3M | +13.5% | +10.4% | +3.1% | +12.2% |
| 6M | +33.1% | +45.7% | -12.5% | +27.5% |
| YTD | +15.1% | +42.6% | -27.5% | +10.1% |
| 1Y | +18.7% | +38.8% | -20.0% | +13.8% |
| 3Y | +72.1% | +418.8% | -346.7% | +43.3% |
| All | +72.1% | +413.3% | -341.2% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling