-92.7%
MSTU vs THC
+40.9%
-133.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +21.3% | -0.7% | +22.0% | +21.5% |
| 30D | +90.8% | +1.3% | +89.6% | +89.8% |
| 3M | -6.8% | +64.2% | -71.0% | -19.5% |
| 6M | -39.8% | +8.3% | -48.1% | -45.0% |
| YTD | -55.7% | +33.4% | -89.1% | -59.8% |
| 1Y | -92.7% | +37.7% | -130.3% | -93.4% |
| All | -92.7% | +40.9% | -133.5% | -93.4% |
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 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