+108.4%
HCA vs MAS
+39.2%
+69.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -1.8% |
| 7D | +4.6% | +2.0% | +2.6% | +4.0% |
| 30D | +12.7% | +19.4% | -6.7% | +6.4% |
| 3M | +21.3% | +9.4% | +11.9% | +17.5% |
| 6M | +15.7% | +15.3% | +0.4% | +9.5% |
| YTD | +6.6% | +31.3% | -24.7% | -4.8% |
| 1Y | +5.7% | +34.9% | -29.1% | -6.7% |
| 3Y | +119.2% | +58.6% | +60.6% | +73.7% |
| All | +108.4% | +39.2% | +69.3% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling