+15.7%
GEHC vs MSI
+28.6%
-12.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +6.2% |
| 7D | +13.2% | +2.8% | +10.4% | +12.8% |
| 30D | +30.6% | +9.1% | +21.5% | +29.3% |
| 3M | +22.2% | +12.5% | +9.7% | +20.6% |
| 6M | +40.8% | +14.2% | +26.6% | +38.5% |
| YTD | +4.8% | +30.7% | -25.9% | +0.6% |
| 1Y | +15.7% | +27.5% | -11.8% | +13.1% |
| All | +15.7% | +28.6% | -12.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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