+15.5%
GEHC vs MSFU
+85.8%
-70.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.7% |
| 7D | -4.0% | -5.7% | +1.7% | -3.3% |
| 30D | -2.0% | +4.2% | -6.1% | -2.6% |
| 3M | +8.0% | +27.9% | -19.9% | +3.5% |
| 6M | -12.8% | +37.1% | -49.9% | -18.1% |
| YTD | -15.9% | -7.4% | -8.5% | -15.7% |
| 1Y | -6.9% | -19.6% | +12.7% | -4.2% |
| 3Y | 0.0% | +33.2% | -33.2% | -13.2% |
| All | +15.5% | +85.8% | -70.3% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling