+131.4%
MKSI vs THC
+37.3%
+94.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -12.8% | -1.2% | -11.6% | -12.8% |
| 3M | -22.5% | +52.3% | -74.8% | -24.1% |
| 6M | +19.4% | +12.4% | +7.0% | +22.9% |
| YTD | +67.7% | +32.7% | +35.0% | +67.6% |
| 1Y | +131.4% | +36.4% | +95.0% | +128.7% |
| All | +131.4% | +37.3% | +94.1% | +128.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling