+72.2%
MSFU vs THC
+373.0%
-300.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.9% |
| 7D | -3.2% | -2.6% | -0.6% | -2.7% |
| 30D | -3.1% | -1.2% | -2.0% | -3.0% |
| 3M | +35.3% | +58.9% | -23.7% | +23.5% |
| 6M | +31.6% | +9.3% | +22.3% | +28.4% |
| YTD | -9.5% | +30.4% | -39.9% | -15.2% |
| 1Y | -18.4% | +34.6% | -53.0% | -24.5% |
| 3Y | +26.9% | +246.7% | -219.7% | -7.0% |
| All | +72.2% | +373.0% | -300.8% | +17.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling