+108.4%
HCA vs MTSI
+183.3%
-74.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.8% | -13.3% | -3.2% |
| 7D | +4.6% | -10.0% | +14.6% | +5.2% |
| 30D | +12.7% | -37.2% | +49.9% | +16.2% |
| 3M | +21.3% | -30.1% | +51.3% | +23.5% |
| 6M | +15.7% | -31.9% | +47.6% | +16.6% |
| YTD | +6.6% | +23.2% | -16.6% | -1.3% |
| 1Y | +5.7% | +26.4% | -20.7% | -2.7% |
| 3Y | +119.2% | +186.2% | -66.9% | +59.7% |
| All | +108.4% | +183.3% | -74.9% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling