-92.0%
MSTU vs THC
+82.7%
-174.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.8% | -12.2% |
| 7D | -23.0% | +0.1% | -23.1% | -23.0% |
| 30D | -47.7% | +7.5% | -55.2% | -48.7% |
| 3M | +12.5% | +7.5% | +5.0% | +10.0% |
| 6M | -76.1% | +46.4% | -122.5% | -79.1% |
| YTD | -75.5% | +44.4% | -119.8% | -79.0% |
| 1Y | -90.1% | +43.4% | -133.5% | -91.5% |
| All | -92.0% | +82.7% | -174.7% | -94.5% |
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