+456.5%
HCA vs MTSI
+529.6%
-73.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -2.8% | +4.9% | -7.7% | -3.4% |
| 30D | -2.7% | -11.6% | +8.8% | -1.4% |
| 3M | +11.5% | -24.1% | +35.5% | +14.4% |
| 6M | -24.3% | +32.4% | -56.7% | -29.1% |
| YTD | -13.6% | +60.4% | -74.0% | -21.7% |
| 1Y | -3.2% | +111.0% | -114.2% | -16.3% |
| 3Y | +50.4% | +246.1% | -195.7% | +15.2% |
| 5Y | +64.8% | +340.3% | -275.5% | +18.7% |
| 10Y | +456.5% | +539.5% | -83.0% | +253.1% |
| All | +456.5% | +529.6% | -73.0% | +253.1% |
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