+607.1%
MS vs THC
+1,421.6%
-814.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.3% |
| 7D | -1.6% | +3.7% | -5.2% | -2.3% |
| 30D | -3.8% | +9.0% | -12.8% | -5.5% |
| 3M | -14.6% | +10.4% | -25.0% | -16.4% |
| 6M | -5.1% | +45.7% | -50.7% | -12.9% |
| YTD | +4.5% | +42.6% | -38.1% | -4.3% |
| 1Y | +13.5% | +38.8% | -25.2% | +4.3% |
| 3Y | +160.4% | +418.8% | -258.4% | +77.4% |
| 5Y | +112.9% | +275.7% | -162.8% | +49.1% |
| All | +607.1% | +1,421.6% | -814.5% | +266.8% |
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