+112.4%
MS vs THC
+274.4%
-161.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| YTD | +4.5% | +42.6% | -38.1% | -4.5% |
| 1Y | +13.5% | +38.8% | -25.2% | +4.1% |
| 3Y | +160.4% | +418.8% | -258.4% | +67.1% |
| All | +112.4% | +274.4% | -161.9% | +43.1% |
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 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