-8.8%
MOS vs THC
+50.5%
-59.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.7% |
| 7D | +19.7% | +7.5% | +12.2% | +19.0% |
| 30D | +21.5% | +9.6% | +11.9% | +20.8% |
| 3M | -0.4% | +10.3% | -10.7% | -0.9% |
| 6M | +4.5% | +51.8% | -47.3% | +3.6% |
| YTD | -2.9% | +45.4% | -48.3% | -5.3% |
| All | -8.8% | +50.5% | -59.3% | -10.9% |
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