+2.3%
GEHC vs MAS
+29.0%
-26.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.0% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | -2.0% | -5.6% | +3.6% | +0.3% |
| 3M | +8.0% | +4.4% | +3.5% | +3.0% |
| 6M | -12.8% | +7.2% | -20.0% | -18.4% |
| YTD | -15.9% | +16.1% | -32.0% | -25.3% |
| 1Y | -6.9% | +0.1% | -7.0% | -10.4% |
| All | +2.3% | +29.0% | -26.7% | -8.8% |
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