+2,381.8%
HCA vs MTSI
+1,085.8%
+1,296.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +9.0% | -3.8% | +12.8% | +9.1% |
| 30D | +11.8% | -31.4% | +43.2% | +16.2% |
| 3M | +22.1% | -23.8% | +45.8% | +24.4% |
| 6M | +16.4% | -37.1% | +53.4% | +20.1% |
| YTD | +8.6% | +32.2% | -23.6% | +0.1% |
| 1Y | +10.6% | +26.9% | -16.4% | +2.3% |
| 3Y | +121.7% | +193.7% | -72.1% | +74.1% |
| 5Y | +114.5% | +218.0% | -103.6% | +63.3% |
| 10Y | +657.1% | +477.8% | +179.3% | +372.9% |
| All | +2,381.8% | +1,085.8% | +1,296.0% | +1,298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling