+650.3%
HCA vs MAS
+215.0%
+435.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +0.8% | +3.0% | -2.2% | -0.4% |
| 30D | +6.1% | +22.4% | -16.3% | -2.3% |
| 3M | +21.4% | +14.5% | +7.0% | +14.7% |
| 6M | +17.2% | +27.1% | -10.0% | +5.0% |
| YTD | +7.5% | +35.8% | -28.3% | -7.8% |
| 1Y | +6.2% | +39.4% | -33.2% | -10.2% |
| 3Y | +122.0% | +60.3% | +61.7% | +69.4% |
| 5Y | +112.2% | +39.4% | +72.8% | +69.0% |
| All | +650.3% | +215.0% | +435.2% | +317.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling