+545.7%
MS vs THC
+1,861.3%
-1,315.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.8% | +8.8% | -8.1% | -1.0% |
| 30D | -0.7% | +10.0% | -10.7% | -2.7% |
| 3M | -12.4% | +11.7% | -24.0% | -14.5% |
| 6M | -1.7% | +52.5% | -54.2% | -11.1% |
| YTD | +8.0% | +46.1% | -38.0% | -2.1% |
| 1Y | +16.2% | +49.1% | -32.9% | +4.7% |
| 3Y | +171.3% | +439.6% | -268.3% | +79.2% |
| 5Y | +124.8% | +263.2% | -138.4% | +55.3% |
| All | +545.7% | +1,861.3% | -1,315.6% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling