+27.5%
MSI vs THC
+46.1%
-18.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.6% | -8.4% | +0.4% |
| 7D | +2.8% | +8.8% | -6.0% | +2.1% |
| 30D | +9.1% | +12.6% | -3.5% | +8.0% |
| 3M | +12.5% | +15.4% | -2.8% | +11.0% |
| 6M | +14.2% | +57.7% | -43.5% | +10.4% |
| YTD | +30.7% | +47.1% | -16.3% | +27.6% |
| 1Y | +27.5% | +40.7% | -13.2% | +24.6% |
| All | +27.5% | +46.1% | -18.6% | +24.6% |
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