+15.7%
GEHC vs MOS
-16.2%
+31.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +17.4% | -11.0% | +5.0% |
| 7D | +13.2% | +17.9% | -4.8% | +11.6% |
| 30D | +30.6% | +1.6% | +29.1% | +29.8% |
| 3M | +22.2% | -4.0% | +26.2% | +21.7% |
| 6M | +40.8% | -4.1% | +44.9% | +39.8% |
| YTD | +4.8% | -7.8% | +12.6% | +3.0% |
| 1Y | +15.7% | -15.6% | +31.3% | +14.5% |
| All | +15.7% | -16.2% | +31.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling