+9.0%
HCA vs MAS
+40.8%
-31.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.6% | +4.7% | +9.2% |
| 7D | +10.2% | +14.2% | -3.9% | +7.7% |
| 30D | +17.4% | +26.8% | -9.4% | +12.9% |
| 3M | +27.7% | +13.1% | +14.5% | +24.8% |
| 6M | +20.0% | +27.9% | -7.9% | +15.2% |
| YTD | +10.0% | +38.7% | -28.7% | +2.4% |
| 1Y | +9.0% | +40.4% | -31.4% | +2.1% |
| All | +9.0% | +40.8% | -31.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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