+39.3%
GEHC vs MOS
-45.0%
+84.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +0.8% | -2.0% | +2.7% | +1.1% |
| 30D | +21.3% | +15.3% | +6.0% | +18.3% |
| 3M | +12.6% | +1.5% | +11.1% | +11.7% |
| 6M | +34.3% | -2.0% | +36.3% | +33.4% |
| YTD | +1.4% | -6.5% | +7.9% | +0.2% |
| 1Y | +12.5% | -11.1% | +23.5% | +12.0% |
| 3Y | +19.2% | -30.3% | +49.5% | +19.7% |
| All | +39.3% | -45.0% | +84.2% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling