-32.8%
MOS vs THC
+274.4%
-307.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +21.6% | +3.7% | +17.9% | +20.9% |
| 30D | +12.0% | +9.0% | +2.9% | +10.3% |
| 3M | -3.9% | +10.4% | -14.3% | -5.7% |
| 6M | -3.3% | +45.7% | -49.0% | -10.4% |
| YTD | -4.6% | +42.6% | -47.2% | -12.0% |
| 1Y | -7.0% | +38.8% | -45.7% | -13.9% |
| 3Y | -24.4% | +418.8% | -443.2% | -48.3% |
| All | -32.8% | +274.4% | -307.2% | -52.4% |
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 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