-86.8%
MSTU vs THC
+65.0%
-151.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.3% | -6.4% | -7.9% |
| 7D | +16.1% | -2.6% | +18.7% | +17.3% |
| 30D | +68.7% | -1.2% | +69.8% | +69.0% |
| 3M | -11.0% | +58.9% | -69.9% | -25.7% |
| 6M | -33.4% | +9.3% | -42.7% | -36.7% |
| YTD | -59.5% | +30.4% | -89.9% | -64.2% |
| 1Y | -93.4% | +34.6% | -128.0% | -94.2% |
| All | -86.8% | +65.0% | -151.8% | -90.6% |
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