+498.2%
HCA vs MSI
+605.3%
-107.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +5.4% | -0.4% | +5.8% | +5.6% |
| 30D | +3.0% | -0.8% | +3.7% | +3.3% |
| 3M | +13.0% | +13.9% | -0.9% | +5.8% |
| 6M | -20.3% | +1.3% | -21.6% | -21.5% |
| YTD | -8.2% | +22.3% | -30.5% | -18.0% |
| 1Y | +6.7% | -3.9% | +10.5% | +7.2% |
| 3Y | +60.4% | +69.9% | -9.5% | +16.0% |
| 5Y | +73.4% | +103.8% | -30.3% | +11.8% |
| All | +498.2% | +605.3% | -107.1% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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