+52.5%
HCA vs MTSI
+231.8%
-179.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.0% |
| 7D | -3.1% | +1.4% | -4.5% | -3.1% |
| 30D | -1.1% | +2.1% | -3.2% | -1.1% |
| 3M | +12.2% | -29.7% | +41.9% | +12.5% |
| 6M | -25.3% | +12.5% | -37.9% | -26.4% |
| YTD | -12.9% | +57.0% | -70.0% | -14.9% |
| 1Y | -0.9% | +103.9% | -104.9% | -3.8% |
| All | +52.5% | +231.8% | -179.4% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling