+15.5%
GEHC vs MOS
-35.7%
+51.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -4.0% | +9.5% | -13.5% | -5.4% |
| 30D | -2.0% | +10.4% | -12.4% | -3.6% |
| 3M | +8.0% | +12.9% | -4.9% | +5.4% |
| 6M | -12.8% | +1.2% | -14.0% | -13.9% |
| YTD | -15.9% | +9.3% | -25.2% | -18.7% |
| 1Y | -6.9% | -18.0% | +11.1% | -4.8% |
| 3Y | 0.0% | -29.0% | +29.0% | -0.1% |
| All | +15.5% | -35.7% | +51.1% | +19.0% |
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 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