-11.7%
MOS vs THC
+38.7%
-50.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.4% |
| 7D | +22.5% | +5.9% | +16.6% | +21.9% |
| 30D | +6.6% | +10.8% | -4.2% | +6.1% |
| 3M | -3.8% | +9.4% | -13.3% | -4.3% |
| 6M | -2.2% | +53.3% | -55.5% | -3.1% |
| YTD | -4.8% | +44.2% | -48.9% | -7.2% |
| 1Y | -11.7% | +37.3% | -49.0% | -14.1% |
| All | -11.7% | +38.7% | -50.4% | -14.1% |
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