+2.8%
MOS vs THC
+1,325.8%
-1,322.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | +19.7% | +7.5% | +12.2% | +17.8% |
| 30D | +21.5% | +9.6% | +11.9% | +18.9% |
| 3M | -0.4% | +10.3% | -10.7% | -2.9% |
| 6M | +4.5% | +51.8% | -47.3% | -6.8% |
| YTD | -2.9% | +45.4% | -48.3% | -13.4% |
| 1Y | -7.7% | +40.8% | -48.5% | -17.3% |
| 3Y | -25.6% | +448.8% | -474.5% | -54.9% |
| 5Y | -31.2% | +263.4% | -294.5% | -56.0% |
| 10Y | +2.8% | +1,800.1% | -1,797.2% | -60.0% |
| All | +2.8% | +1,325.8% | -1,322.9% | -60.0% |
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