+6.7%
HCA vs MSI
-2.0%
+8.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +3.0% | -0.8% | +3.7% | +3.1% |
| 3M | +13.0% | +13.9% | -0.9% | +10.5% |
| 6M | -20.3% | +1.3% | -21.6% | -20.8% |
| YTD | -8.2% | +22.3% | -30.5% | -11.3% |
| 1Y | +6.7% | -3.9% | +10.5% | +4.0% |
| All | +6.7% | -2.0% | +8.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling