+150.2%
MOS vs THC
+508.9%
-358.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 6M | +1.2% | +8.3% | -7.0% | -1.4% |
| YTD | +9.3% | +33.4% | -24.1% | +1.7% |
| 1Y | -18.0% | +37.7% | -55.7% | -24.5% |
| 3Y | -29.0% | +236.8% | -265.8% | -46.6% |
| 5Y | -9.6% | +249.3% | -258.8% | -35.1% |
| 10Y | +6.1% | +995.2% | -989.2% | -45.9% |
| All | +150.2% | +508.9% | -358.6% | +1.7% |
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