+62.4%
MSFT vs THC
+258.4%
-196.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.3% | +1.0% | -2.2% | -1.4% |
| 30D | -1.8% | +5.3% | -7.2% | -2.6% |
| 3M | +5.6% | +7.1% | -1.5% | +4.5% |
| 6M | +29.8% | +46.0% | -16.2% | +21.8% |
| YTD | +9.0% | +43.9% | -34.9% | +1.8% |
| 1Y | +4.9% | +45.4% | -40.5% | -2.4% |
| 3Y | +46.2% | +421.3% | -375.1% | +1.7% |
| All | +62.4% | +258.4% | -196.0% | +20.3% |
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