+77.1%
MSI vs THC
+423.7%
-346.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +3.2% | +1.0% | +2.3% | +3.2% |
| 30D | +17.6% | +5.3% | +12.3% | +17.0% |
| 3M | +14.5% | +7.1% | +7.4% | +13.7% |
| 6M | +34.3% | +46.0% | -11.8% | +29.3% |
| YTD | +39.7% | +43.9% | -4.2% | +34.5% |
| 1Y | +40.2% | +45.4% | -5.3% | +34.7% |
| 3Y | +77.1% | +421.3% | -344.1% | +59.4% |
| All | +77.1% | +423.7% | -346.5% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling