+7.7%
GEHC vs MSI
+83.3%
-75.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -7.9% | -1.8% | -6.1% | -7.3% |
| 30D | -11.7% | -0.6% | -11.1% | -11.5% |
| 3M | +0.8% | +13.0% | -12.2% | -3.5% |
| 6M | -11.6% | +0.5% | -12.1% | -12.0% |
| YTD | -21.6% | +21.7% | -43.3% | -28.1% |
| 1Y | -15.3% | -2.6% | -12.7% | -14.5% |
| 3Y | -0.5% | +69.7% | -70.2% | -22.4% |
| All | +7.7% | +83.3% | -75.6% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling