+656.7%
HCA vs MTSI
+512.4%
+144.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -7.0% | +0.9% |
| 7D | +7.9% | +3.5% | +4.4% | +7.0% |
| 30D | +11.9% | -30.3% | +42.2% | +16.2% |
| 3M | +22.4% | -26.0% | +48.4% | +25.3% |
| 6M | +16.5% | -36.1% | +52.6% | +20.1% |
| YTD | +8.7% | +34.3% | -25.6% | -0.6% |
| 1Y | +6.7% | +35.3% | -28.6% | -2.9% |
| 3Y | +127.0% | +217.6% | -90.6% | +71.9% |
| 5Y | +113.9% | +210.1% | -96.2% | +59.1% |
| 10Y | +656.7% | +471.4% | +185.3% | +351.5% |
| All | +656.7% | +512.4% | +144.4% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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