+111.1%
MOS vs THC
+571.3%
-460.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +9.6% | +7.8% | +15.5% |
| 7D | +17.9% | +8.8% | +9.1% | +16.2% |
| 30D | +1.6% | +12.6% | -11.1% | -0.7% |
| 3M | -4.0% | +15.4% | -19.4% | -6.7% |
| 6M | -4.1% | +57.7% | -61.8% | -13.1% |
| YTD | -7.8% | +47.1% | -54.9% | -15.9% |
| 1Y | -15.6% | +40.7% | -56.3% | -22.5% |
| 3Y | -28.9% | +432.1% | -461.0% | -51.0% |
| 5Y | -36.8% | +301.9% | -338.7% | -55.8% |
| 10Y | +6.7% | +1,546.5% | -1,539.8% | -49.2% |
| All | +111.1% | +571.3% | -460.3% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling