+16.5%
GEHC vs MAS
+58.1%
-41.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.8% |
| 7D | +7.6% | +2.0% | +5.6% | +6.7% |
| 30D | +27.5% | +19.4% | +8.1% | +17.9% |
| 3M | +17.2% | +9.4% | +7.8% | +12.4% |
| 6M | +33.6% | +15.3% | +18.3% | +21.9% |
| YTD | +0.6% | +31.3% | -30.7% | -15.6% |
| 1Y | +11.3% | +34.9% | -23.6% | -8.1% |
| 3Y | +16.5% | +58.6% | -42.1% | -13.4% |
| All | +16.5% | +58.1% | -41.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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