+686.6%
HCA vs MAS
+217.4%
+469.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -0.9% | -1.8% | +0.9% | -0.2% |
| 30D | +10.3% | +23.6% | -13.2% | +1.2% |
| 3M | +23.2% | +12.4% | +10.8% | +17.2% |
| 6M | +19.1% | +21.9% | -2.7% | +8.6% |
| YTD | +9.0% | +36.1% | -27.2% | -6.6% |
| 1Y | +10.2% | +39.5% | -29.3% | -6.8% |
| 3Y | +122.4% | +59.1% | +63.3% | +70.2% |
| 5Y | +116.3% | +44.4% | +71.9% | +69.2% |
| 10Y | +686.6% | +217.0% | +469.6% | +333.1% |
| All | +686.6% | +217.4% | +469.2% | +333.1% |
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 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