+12.5%
GEHC vs MSI
+37.5%
-25.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +0.8% | +3.2% | -2.5% | +0.4% |
| 30D | +21.3% | +17.6% | +3.7% | +19.2% |
| 3M | +12.6% | +14.5% | -2.0% | +10.9% |
| 6M | +34.3% | +34.3% | 0.0% | +30.2% |
| YTD | +1.4% | +39.7% | -38.3% | -2.0% |
| 1Y | +12.5% | +40.2% | -27.7% | +11.2% |
| All | +12.5% | +37.5% | -25.1% | +11.2% |
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