-32.2%
MOS vs THC
+287.8%
-320.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.6% |
| 7D | +22.5% | +5.9% | +16.6% | +21.4% |
| 30D | +6.6% | +10.8% | -4.2% | +4.7% |
| 3M | -3.8% | +9.4% | -13.3% | -5.5% |
| 6M | -2.2% | +53.3% | -55.5% | -10.2% |
| YTD | -4.8% | +44.2% | -48.9% | -12.3% |
| 1Y | -11.7% | +37.3% | -49.0% | -18.0% |
| 3Y | -26.5% | +421.6% | -448.1% | -49.7% |
| 5Y | -32.2% | +279.8% | -312.0% | -52.2% |
| All | -32.2% | +287.8% | -320.0% | -52.2% |
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