+118.9%
MSI vs THC
+274.4%
-155.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +4.7% | +3.7% | +1.0% | +4.1% |
| 30D | +14.8% | +9.0% | +5.7% | +13.3% |
| 3M | +8.8% | +10.4% | -1.6% | +7.1% |
| 6M | +19.3% | +45.7% | -26.4% | +12.6% |
| YTD | +35.3% | +42.6% | -7.2% | +27.5% |
| 1Y | +33.8% | +38.8% | -5.0% | +26.3% |
| 3Y | +74.4% | +418.8% | -344.4% | +28.6% |
| All | +118.9% | +274.4% | -155.5% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling