+93.3%
MSFU vs THC
+417.3%
-324.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +2.5% | +3.7% | -1.2% | +1.9% |
| 30D | -1.3% | +9.0% | -10.3% | -2.7% |
| 3M | +8.6% | +10.4% | -1.8% | +6.8% |
| 6M | +48.4% | +45.7% | +2.7% | +37.7% |
| YTD | +1.6% | +42.6% | -41.0% | -6.3% |
| 1Y | -5.8% | +38.8% | -44.5% | -12.7% |
| 3Y | +30.9% | +418.8% | -387.9% | -12.7% |
| All | +93.3% | +417.3% | -324.0% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling