+41.0%
GEHC vs MSFU
+114.8%
-73.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.4% | +1.2% |
| 7D | +5.6% | +14.6% | -9.0% | +3.6% |
| 30D | +27.9% | +2.1% | +25.8% | +27.3% |
| 3M | +17.1% | +14.7% | +2.5% | +14.5% |
| 6M | +32.5% | +55.7% | -23.1% | +22.7% |
| YTD | +2.7% | +7.1% | -4.4% | +0.6% |
| 1Y | +15.3% | -0.5% | +15.8% | +14.4% |
| 3Y | +23.7% | +35.7% | -12.1% | +8.0% |
| All | +41.0% | +114.8% | -73.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling