+76.3%
MSFU vs THC
+383.9%
-307.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | -5.7% | -0.7% | -5.0% | -5.6% |
| 30D | +4.2% | +1.3% | +2.9% | +3.9% |
| 3M | +27.9% | +64.2% | -36.3% | +16.1% |
| 6M | +37.1% | +8.3% | +28.8% | +34.1% |
| YTD | -7.4% | +33.4% | -40.8% | -13.5% |
| 1Y | -19.6% | +37.7% | -57.3% | -25.9% |
| 3Y | +33.2% | +236.8% | -203.6% | -1.5% |
| All | +76.3% | +383.9% | -307.6% | +20.0% |
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