+12.7%
GEHC vs MSI
+37.5%
-24.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.4% |
| 7D | -3.7% | +7.7% | -11.4% | -4.5% |
| 30D | +22.0% | +19.9% | +2.1% | +19.5% |
| 3M | +13.6% | +14.9% | -1.3% | +11.8% |
| 6M | +34.0% | +37.2% | -3.2% | +29.6% |
| YTD | +0.9% | +40.8% | -39.9% | -3.4% |
| 1Y | +12.7% | +38.1% | -25.4% | +12.0% |
| All | +12.7% | +37.5% | -24.7% | +12.0% |
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