+498.2%
HCA vs MKSI
+524.1%
-25.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.0% |
| 7D | +5.4% | +2.7% | +2.7% | +4.9% |
| 30D | +3.0% | -12.8% | +15.8% | +5.3% |
| 3M | +13.0% | -22.5% | +35.5% | +15.9% |
| 6M | -20.3% | +19.4% | -39.7% | -25.9% |
| YTD | -8.2% | +67.7% | -76.0% | -21.1% |
| 1Y | +6.7% | +131.4% | -124.7% | -15.6% |
| 3Y | +60.4% | +197.3% | -136.9% | +10.6% |
| 5Y | +73.4% | +87.0% | -13.5% | +30.2% |
| All | +498.2% | +524.1% | -25.9% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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