+674.5%
MSI vs THC
+1,325.8%
-651.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.4% |
| 7D | +8.3% | +7.5% | +0.9% | +7.2% |
| 30D | +18.9% | +9.6% | +9.3% | +17.3% |
| 3M | +13.2% | +10.3% | +3.0% | +11.6% |
| 6M | +38.3% | +51.8% | -13.5% | +30.0% |
| YTD | +38.9% | +45.4% | -6.6% | +30.8% |
| 1Y | +36.7% | +40.8% | -4.1% | +29.1% |
| 3Y | +76.6% | +448.8% | -372.3% | +35.3% |
| 5Y | +124.5% | +263.4% | -138.9% | +77.1% |
| 10Y | +674.5% | +1,800.1% | -1,125.6% | +382.8% |
| All | +674.5% | +1,325.8% | -651.2% | +382.8% |
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