+21.0%
GEHC vs MOS
-24.7%
+45.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | +3.7% | +24.8% | -21.1% | -0.4% |
| 30D | +27.3% | +22.7% | +4.6% | +22.4% |
| 3M | +14.7% | -1.2% | +16.0% | +14.3% |
| 6M | +31.9% | +5.5% | +26.4% | +29.1% |
| YTD | +2.2% | -2.0% | +4.2% | -0.4% |
| 1Y | +14.1% | -7.9% | +22.0% | +12.7% |
| 3Y | +21.0% | -25.0% | +45.9% | +18.6% |
| All | +21.0% | -24.7% | +45.6% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling