+12.5%
GEHC vs MOS
-11.3%
+23.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +0.8% | -2.0% | +2.7% | +0.9% |
| 30D | +21.3% | +15.3% | +6.0% | +19.7% |
| 3M | +12.6% | +1.5% | +11.1% | +11.8% |
| 6M | +34.3% | -2.0% | +36.3% | +33.1% |
| YTD | +1.4% | -6.5% | +7.9% | -0.5% |
| 1Y | +12.5% | -11.1% | +23.5% | +10.6% |
| All | +12.5% | -11.3% | +23.8% | +10.6% |
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