+41.0%
GEHC vs MOS
-42.8%
+83.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.7% |
| 7D | +5.6% | +19.7% | -14.0% | +2.5% |
| 30D | +27.9% | +21.5% | +6.4% | +23.7% |
| 3M | +17.1% | -0.4% | +17.6% | +16.6% |
| 6M | +32.5% | +4.5% | +28.0% | +30.3% |
| YTD | +2.7% | -2.9% | +5.6% | +0.8% |
| 1Y | +15.3% | -7.7% | +23.0% | +14.1% |
| 3Y | +23.7% | -25.6% | +49.3% | +23.1% |
| All | +41.0% | -42.8% | +83.8% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling