-90.3%
MSTU vs THC
+84.1%
-174.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.1% | -5.7% |
| 7D | -9.3% | +7.5% | -16.8% | -11.2% |
| 30D | -38.3% | +9.6% | -47.8% | -39.9% |
| 3M | +24.0% | +10.3% | +13.8% | +20.1% |
| 6M | -72.1% | +51.8% | -123.9% | -76.0% |
| YTD | -70.2% | +45.4% | -115.7% | -74.5% |
| 1Y | -89.6% | +40.8% | -130.4% | -91.0% |
| All | -90.3% | +84.1% | -174.4% | -93.3% |
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 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