+37.7%
THC vs MSTZ
-29.5%
+67.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.6% |
| 7D | -0.7% | -29.7% | +29.1% | -1.1% |
| 30D | +1.3% | -65.3% | +66.5% | -0.1% |
| 3M | +64.2% | -57.3% | +121.6% | +63.7% |
| 6M | +8.3% | -61.6% | +69.9% | +8.6% |
| YTD | +33.4% | -78.3% | +111.7% | +33.7% |
| 1Y | +37.7% | -30.2% | +67.9% | +41.1% |
| All | +37.7% | -29.5% | +67.1% | +41.1% |
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