+8.2%
HCA vs MSTU
-87.7%
+95.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.4% |
| 7D | +5.4% | -16.6% | +22.0% | +5.2% |
| 30D | +3.0% | +69.7% | -66.7% | +3.8% |
| 3M | +13.0% | -7.5% | +20.5% | +13.3% |
| 6M | -20.3% | -43.1% | +22.9% | -20.2% |
| YTD | -8.2% | -63.0% | +54.8% | -8.1% |
| 1Y | +6.7% | -93.8% | +100.5% | +4.5% |
| All | +8.2% | -87.7% | +95.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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