+512.7%
MTSI vs THC
+1,879.5%
-1,366.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +10.1% |
| 7D | +7.2% | +0.2% | +6.9% | +7.2% |
| 30D | -18.4% | +9.0% | -27.5% | -20.1% |
| 3M | -16.7% | +12.9% | -29.6% | -19.2% |
| 6M | -31.7% | +52.8% | -84.6% | -39.3% |
| YTD | +45.9% | +47.4% | -1.6% | +29.9% |
| 1Y | +47.0% | +47.7% | -0.7% | +30.7% |
| 3Y | +224.1% | +444.7% | -220.6% | +102.9% |
| 5Y | +238.5% | +269.3% | -30.7% | +123.7% |
| 10Y | +512.7% | +1,913.5% | -1,400.8% | +168.9% |
| All | +512.7% | +1,879.5% | -1,366.8% | +168.9% |
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 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