+1,658.7%
HCA vs MSI
+1,377.2%
+281.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -3.1% | -3.7% | +0.6% | -1.4% |
| 30D | -1.1% | +6.8% | -8.0% | -4.4% |
| 3M | +12.2% | +14.3% | -2.1% | +5.3% |
| 6M | -25.3% | -1.6% | -23.8% | -25.5% |
| YTD | -12.9% | +22.8% | -35.7% | -21.9% |
| 1Y | -0.9% | -1.1% | +0.2% | -1.9% |
| 3Y | +47.6% | +70.5% | -22.8% | +9.5% |
| 5Y | +67.0% | +102.8% | -35.8% | +12.3% |
| 10Y | +471.4% | +597.4% | -126.0% | +123.1% |
| All | +1,658.7% | +1,377.2% | +281.5% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling