+71.1%
HCA vs MSI
+100.4%
-29.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +2.9% | -1.8% | +4.7% | +3.6% |
| 30D | +2.4% | -0.6% | +3.0% | +2.6% |
| 3M | +13.0% | +13.0% | 0.0% | +7.6% |
| 6M | -21.4% | +0.5% | -21.9% | -22.0% |
| YTD | -9.5% | +21.7% | -31.2% | -17.3% |
| 1Y | +7.5% | -2.6% | +10.1% | +7.8% |
| 3Y | +57.6% | +69.7% | -12.1% | +15.9% |
| 5Y | +71.1% | +102.8% | -31.7% | +11.1% |
| All | +71.1% | +100.4% | -29.3% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling