+657.1%
HCA vs MAS
+219.2%
+437.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +9.0% | +3.6% | +5.4% | +7.5% |
| 30D | +11.8% | +23.8% | -12.0% | +2.5% |
| 3M | +22.1% | +14.4% | +7.6% | +15.2% |
| 6M | +16.4% | +19.7% | -3.4% | +6.8% |
| YTD | +8.6% | +36.0% | -27.3% | -6.9% |
| 1Y | +10.6% | +40.4% | -29.8% | -6.8% |
| 3Y | +121.7% | +58.9% | +62.7% | +69.7% |
| 5Y | +114.5% | +44.5% | +69.9% | +67.7% |
| 10Y | +657.1% | +214.8% | +442.3% | +315.1% |
| All | +657.1% | +219.2% | +437.9% | +315.1% |
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