-9.6%
MOS vs THC
+250.3%
-259.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +9.5% | -0.7% | +10.2% | +9.6% |
| 30D | +10.4% | +1.3% | +9.2% | +10.1% |
| 3M | +12.9% | +64.2% | -51.4% | +2.3% |
| 6M | +1.2% | +8.3% | -7.0% | -0.9% |
| YTD | +9.3% | +33.4% | -24.1% | +2.1% |
| 1Y | -18.0% | +37.7% | -55.7% | -24.2% |
| 3Y | -29.0% | +236.8% | -265.8% | -47.2% |
| All | -9.6% | +250.3% | -259.9% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling