+67.5%
MAS vs THC
+429.4%
-362.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.6% | -3.9% | +3.7% |
| 7D | +14.2% | +8.8% | +5.3% | +12.2% |
| 30D | +26.8% | +12.6% | +14.2% | +23.7% |
| 3M | +13.1% | +15.4% | -2.2% | +9.7% |
| 6M | +27.9% | +57.7% | -29.7% | +16.0% |
| YTD | +38.7% | +47.1% | -8.4% | +27.1% |
| 1Y | +40.4% | +40.7% | -0.3% | +29.6% |
| All | +67.5% | +429.4% | -362.0% | +5.2% |
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 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