+215.9%
MAS vs THC
+1,421.6%
-1,205.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +2.0% | +3.7% | -1.7% | +1.3% |
| 30D | +19.4% | +9.0% | +10.3% | +17.6% |
| 3M | +9.4% | +10.4% | -1.0% | +7.5% |
| 6M | +15.3% | +45.7% | -30.3% | +7.5% |
| YTD | +31.3% | +42.6% | -11.3% | +22.3% |
| 1Y | +34.9% | +38.8% | -3.9% | +26.0% |
| 3Y | +58.6% | +418.8% | -360.2% | +16.0% |
| 5Y | +40.7% | +275.7% | -235.0% | +5.3% |
| All | +215.9% | +1,421.6% | -1,205.8% | +82.2% |
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