+1,682.0%
MAS vs THC
+571.3%
+1,110.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.6% | -3.9% | +4.0% |
| 7D | +14.2% | +8.8% | +5.3% | +12.5% |
| 30D | +26.8% | +12.6% | +14.2% | +24.2% |
| 3M | +13.1% | +15.4% | -2.2% | +10.3% |
| 6M | +27.9% | +57.7% | -29.7% | +17.6% |
| YTD | +38.7% | +47.1% | -8.4% | +28.4% |
| 1Y | +40.4% | +40.7% | -0.3% | +30.8% |
| 3Y | +66.1% | +432.1% | -366.0% | +20.7% |
| 5Y | +47.4% | +301.9% | -254.5% | +9.1% |
| 10Y | +238.3% | +1,546.5% | -1,308.1% | +70.1% |
| All | +1,682.0% | +571.3% | +1,110.7% | +679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling