-87.5%
MSTU vs THC
+71.4%
-158.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -6.6% |
| 7D | +12.9% | +4.1% | +8.8% | +11.6% |
| 30D | +68.3% | +3.5% | +64.8% | +66.1% |
| 3M | +0.4% | +61.7% | -61.4% | -16.4% |
| 6M | -41.5% | +11.8% | -53.4% | -44.9% |
| YTD | -61.7% | +35.4% | -97.1% | -66.5% |
| 1Y | -93.7% | +37.0% | -130.7% | -94.5% |
| All | -87.5% | +71.4% | -158.9% | -91.2% |
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