-90.1%
MSTU vs THC
+51.2%
-141.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | -21.7% | +8.8% | -30.6% | -23.2% |
| 30D | -42.8% | +10.0% | -52.8% | -43.9% |
| 3M | +21.4% | +11.7% | +9.8% | +18.2% |
| 6M | -74.1% | +52.5% | -126.6% | -76.8% |
| YTD | -72.4% | +46.1% | -118.5% | -75.3% |
| 1Y | -90.1% | +49.1% | -139.2% | -91.3% |
| All | -90.1% | +51.2% | -141.3% | -91.3% |
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