+140.2%
MAS vs THC
+1,000.2%
-860.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -5.6% | +1.3% | -6.8% | -5.8% |
| 3M | +4.4% | +64.2% | -59.8% | -4.5% |
| 6M | +7.2% | +8.3% | -1.1% | +5.1% |
| YTD | +16.1% | +33.4% | -17.3% | +9.5% |
| 1Y | +0.1% | +37.7% | -37.6% | -6.5% |
| 3Y | +28.3% | +236.8% | -208.5% | +0.8% |
| 5Y | +30.5% | +249.3% | -218.8% | -1.2% |
| All | +140.2% | +1,000.2% | -860.1% | +43.2% |
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