+85.8%
MSFU vs THC
+434.9%
-349.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -4.9% |
| 7D | -12.7% | +0.2% | -12.9% | -12.7% |
| 30D | -9.0% | +9.0% | -18.0% | -10.4% |
| 3M | +2.9% | +12.9% | -10.0% | +0.7% |
| 6M | +43.5% | +52.8% | -9.3% | +31.9% |
| YTD | -2.4% | +47.4% | -49.9% | -10.5% |
| 1Y | -13.5% | +47.7% | -61.2% | -20.8% |
| 3Y | +19.2% | +444.7% | -425.4% | -21.3% |
| All | +85.8% | +434.9% | -349.2% | +24.2% |
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