+73.1%
MA vs THC
+250.3%
-177.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +1.5% | +1.3% | +0.3% | +1.3% |
| 3M | +20.4% | +64.2% | -43.8% | +10.4% |
| 6M | +11.1% | +8.3% | +2.9% | +8.9% |
| YTD | +2.0% | +33.4% | -31.4% | -3.9% |
| 1Y | -2.2% | +37.7% | -39.8% | -8.6% |
| 3Y | +41.9% | +236.8% | -194.9% | +7.6% |
| All | +73.1% | +250.3% | -177.2% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling