+6.7%
HCA vs MSTU
-88.1%
+94.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.6% | -0.2% |
| 7D | +2.9% | -22.0% | +25.0% | +2.7% |
| 30D | +2.4% | +60.3% | -57.9% | +3.1% |
| 3M | +13.0% | -3.7% | +16.8% | +13.4% |
| 6M | -21.4% | -45.2% | +23.8% | -21.4% |
| YTD | -9.5% | -64.3% | +54.9% | -9.3% |
| 1Y | +7.5% | -94.0% | +101.6% | +5.2% |
| All | +6.7% | -88.1% | +94.8% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling