+7.6%
MOS vs THC
+1,421.6%
-1,414.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +21.6% | +3.7% | +17.9% | +20.7% |
| 30D | +12.0% | +9.0% | +2.9% | +9.7% |
| 3M | -3.9% | +10.4% | -14.3% | -6.3% |
| 6M | -3.3% | +45.7% | -49.0% | -12.7% |
| YTD | -4.6% | +42.6% | -47.2% | -14.3% |
| 1Y | -7.0% | +38.8% | -45.7% | -16.1% |
| 3Y | -24.4% | +418.8% | -443.2% | -52.8% |
| 5Y | -32.1% | +275.7% | -307.8% | -56.4% |
| All | +7.6% | +1,421.6% | -1,414.0% | -54.4% |
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