+2,053.4%
HCA vs MAS
+776.1%
+1,277.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -1.8% |
| 7D | +4.6% | +2.0% | +2.6% | +3.9% |
| 30D | +12.7% | +19.4% | -6.7% | +5.6% |
| 3M | +21.3% | +9.4% | +11.9% | +17.0% |
| 6M | +15.7% | +15.3% | +0.4% | +8.7% |
| YTD | +6.6% | +31.3% | -24.7% | -5.8% |
| 1Y | +5.7% | +34.9% | -29.1% | -7.6% |
| 3Y | +119.2% | +58.6% | +60.6% | +75.0% |
| 5Y | +107.9% | +40.7% | +67.2% | +70.5% |
| 10Y | +610.7% | +220.4% | +390.3% | +324.7% |
| All | +2,053.4% | +776.1% | +1,277.3% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling