+119.2%
HCA vs MTSI
+181.3%
-62.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.8% | -13.3% | -2.3% |
| 7D | +4.6% | -10.0% | +14.6% | +4.5% |
| 30D | +12.7% | -37.2% | +49.9% | +12.2% |
| 3M | +21.3% | -30.1% | +51.3% | +20.8% |
| 6M | +15.7% | -31.9% | +47.6% | +14.9% |
| YTD | +6.6% | +23.2% | -16.6% | +4.4% |
| 1Y | +5.7% | +26.4% | -20.7% | +3.4% |
| 3Y | +119.2% | +186.2% | -66.9% | +77.7% |
| All | +119.2% | +181.3% | -62.1% | +77.7% |
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