+67.5%
HCA vs MAS
+32.0%
+35.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -1.1% | -5.6% | +4.4% | +0.6% |
| 3M | +12.2% | +4.4% | +7.7% | +9.8% |
| 6M | -25.3% | +7.2% | -32.5% | -28.0% |
| YTD | -12.9% | +16.1% | -29.1% | -19.0% |
| 1Y | -0.9% | +0.1% | -1.0% | -2.9% |
| 3Y | +47.6% | +28.3% | +19.3% | +26.9% |
| All | +67.5% | +32.0% | +35.5% | +38.2% |
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