+2.7%
HCA vs MTSI
+119.6%
-116.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +5.1% |
| 7D | +4.9% | +11.1% | -6.2% | +5.4% |
| 30D | +1.9% | -3.7% | +5.6% | +1.7% |
| 3M | +12.7% | -20.2% | +33.0% | +12.4% |
| 6M | -22.3% | +30.8% | -53.2% | -24.3% |
| YTD | -9.3% | +67.0% | -76.4% | -11.2% |
| 1Y | +2.7% | +120.4% | -117.7% | +2.1% |
| All | +2.7% | +119.6% | -116.8% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling