-1.1%
MSI vs THC
+40.9%
-42.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +6.8% | +1.3% | +5.6% | +6.7% |
| 3M | +14.3% | +64.2% | -49.9% | +10.7% |
| 6M | -1.6% | +8.3% | -9.8% | -2.3% |
| YTD | +22.8% | +33.4% | -10.6% | +20.6% |
| 1Y | -1.1% | +37.7% | -38.8% | -2.0% |
| All | -1.1% | +40.9% | -42.0% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling