-87.2%
MSTU vs THC
+46.1%
-133.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +9.6% | +0.7% | +7.8% |
| 7D | -4.8% | +8.8% | -13.7% | -7.0% |
| 30D | -29.6% | +12.6% | -42.2% | -31.6% |
| 3M | +69.4% | +15.4% | +54.0% | +63.2% |
| 6M | -62.2% | +57.7% | -119.9% | -67.0% |
| YTD | -61.1% | +47.1% | -108.1% | -65.6% |
| 1Y | -87.2% | +40.7% | -127.8% | -88.3% |
| All | -87.2% | +46.1% | -133.3% | -88.3% |
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