+595.0%
MSI vs THC
+952.2%
-357.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | -5.8% | -2.6% | -3.2% | -5.4% |
| 30D | -1.0% | -1.2% | +0.2% | -0.8% |
| 3M | +14.2% | +58.9% | -44.8% | +7.1% |
| 6M | +1.0% | +9.3% | -8.3% | -0.7% |
| YTD | +21.5% | +30.4% | -8.9% | +16.4% |
| 1Y | -2.1% | +34.6% | -36.7% | -6.9% |
| 3Y | +69.3% | +246.7% | -177.3% | +39.0% |
| 5Y | +99.3% | +244.5% | -145.2% | +59.3% |
| 10Y | +595.0% | +950.1% | -355.1% | +351.1% |
| All | +595.0% | +952.2% | -357.2% | +351.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling