+143.5%
HCA vs MSFU
+88.0%
+55.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.8% | -2.8% | +3.6% | +1.0% |
| 30D | +6.1% | -5.3% | +11.4% | +6.4% |
| 3M | +21.4% | +7.2% | +14.2% | +20.7% |
| 6M | +17.2% | +51.0% | -33.8% | +13.1% |
| YTD | +7.5% | -1.2% | +8.7% | +7.5% |
| 1Y | +6.2% | -10.3% | +16.5% | +7.2% |
| 3Y | +122.0% | +22.2% | +99.8% | +107.3% |
| All | +143.5% | +88.0% | +55.5% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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