+38.2%
GEHC vs MOS
-43.9%
+82.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +7.6% | +21.6% | -14.0% | +4.1% |
| 30D | +27.5% | +12.0% | +15.5% | +24.8% |
| 3M | +17.2% | -3.9% | +21.1% | +17.3% |
| 6M | +33.6% | -3.3% | +36.9% | +33.0% |
| YTD | +0.6% | -4.6% | +5.3% | -0.9% |
| 1Y | +11.3% | -7.0% | +18.3% | +9.9% |
| 3Y | +16.5% | -24.4% | +40.9% | +16.0% |
| All | +38.2% | -43.9% | +82.1% | +45.0% |
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