+40.7%
THC vs MSTZ
-63.1%
+103.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -9.6% | +19.2% | +9.4% |
| 7D | +8.8% | +0.7% | +8.1% | +8.9% |
| 30D | +12.6% | +16.6% | -4.0% | +13.0% |
| 3M | +15.4% | -74.7% | +90.0% | +13.4% |
| 6M | +57.7% | -43.9% | +101.6% | +59.5% |
| YTD | +47.1% | -84.0% | +131.1% | +47.0% |
| 1Y | +40.7% | -65.1% | +105.8% | +55.0% |
| All | +40.7% | -63.1% | +103.8% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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