+40.5%
GEHC vs MAS
+82.7%
-42.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.0% |
| 7D | +9.6% | +4.6% | +5.0% | +7.7% |
| 30D | +29.4% | +19.9% | +9.5% | +20.1% |
| 3M | +19.3% | +8.9% | +10.4% | +14.9% |
| 6M | +37.4% | +20.2% | +17.2% | +24.1% |
| YTD | +2.3% | +33.9% | -31.6% | -13.1% |
| 1Y | +11.0% | +34.7% | -23.7% | -6.1% |
| 3Y | +17.6% | +60.4% | -42.7% | -5.9% |
| All | +40.5% | +82.7% | -42.2% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling