-17.0%
GEHC vs MSFU
-20.0%
+2.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | -7.6% | -2.3% | -5.3% | -7.6% |
| 30D | -10.7% | -6.3% | -4.4% | -10.5% |
| 3M | -1.2% | +40.0% | -41.2% | -2.4% |
| 6M | -13.7% | +30.1% | -43.8% | -15.4% |
| YTD | -20.4% | -10.3% | -10.1% | -20.6% |
| 1Y | -17.0% | -19.0% | +2.0% | -14.9% |
| All | -17.0% | -20.0% | +2.9% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling