-91.0%
MSTU vs THC
+84.9%
-175.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | -21.7% | +8.8% | -30.6% | -23.7% |
| 30D | -42.8% | +10.0% | -52.8% | -44.4% |
| 3M | +21.4% | +11.7% | +9.8% | +17.1% |
| 6M | -74.1% | +52.5% | -126.6% | -77.8% |
| YTD | -72.4% | +46.1% | -118.5% | -76.4% |
| 1Y | -90.1% | +49.1% | -139.2% | -91.6% |
| All | -91.0% | +84.9% | -175.9% | -93.8% |
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 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