-89.8%
MSTU vs THC
+80.5%
-170.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -4.3% | +3.7% | -8.0% | -5.2% |
| 30D | -34.6% | +9.0% | -43.6% | -36.2% |
| 3M | +39.0% | +10.4% | +28.6% | +34.7% |
| 6M | -70.5% | +45.7% | -116.2% | -74.3% |
| YTD | -68.6% | +42.6% | -111.2% | -73.0% |
| 1Y | -88.6% | +38.8% | -127.4% | -90.1% |
| All | -89.8% | +80.5% | -170.2% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling