+77.6%
THC vs MSTZ
-99.2%
+176.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.2% |
| 7D | +1.0% | +30.8% | -29.8% | +1.6% |
| 30D | +5.3% | +41.2% | -35.9% | +6.3% |
| 3M | +7.1% | -60.9% | +68.0% | +6.1% |
| 6M | +46.0% | -15.7% | +61.7% | +48.4% |
| YTD | +43.9% | -75.2% | +119.2% | +44.6% |
| 1Y | +45.4% | -59.8% | +105.2% | +48.2% |
| All | +77.6% | -99.2% | +176.7% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling