+2,206.8%
MKSI vs THC
+418.4%
+1,788.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.4% |
| 7D | +7.7% | -2.6% | +10.3% | +8.2% |
| 30D | -12.9% | -1.2% | -11.7% | -12.7% |
| 3M | -14.8% | +58.9% | -73.8% | -23.1% |
| 6M | +26.6% | +9.3% | +17.3% | +22.6% |
| YTD | +66.6% | +30.4% | +36.2% | +55.4% |
| 1Y | +144.6% | +34.6% | +110.0% | +125.9% |
| 3Y | +193.1% | +246.7% | -53.5% | +123.8% |
| 5Y | +88.6% | +244.5% | -155.9% | +41.0% |
| 10Y | +490.9% | +950.1% | -459.2% | +224.3% |
| All | +2,206.8% | +418.4% | +1,788.4% | +1,213.8% |
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