+38.6%
GEHC vs MOS
-42.8%
+81.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.1% |
| 7D | -3.7% | +5.5% | -9.2% | -4.6% |
| 30D | +22.0% | +21.0% | +1.1% | +18.0% |
| 3M | +13.6% | -0.5% | +14.1% | +13.1% |
| 6M | +34.0% | +6.6% | +27.4% | +31.3% |
| YTD | +0.9% | -2.8% | +3.7% | -1.0% |
| 1Y | +12.7% | -8.1% | +20.8% | +11.7% |
| 3Y | +19.4% | -25.6% | +45.0% | +18.9% |
| All | +38.6% | -42.8% | +81.3% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling