-15.0%
GEHC vs MSI
-1.9%
-13.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | -5.2% | -5.8% | +0.6% | -4.6% |
| 30D | -7.0% | -1.0% | -6.0% | -6.9% |
| 3M | +3.3% | +14.2% | -10.8% | +1.7% |
| 6M | -10.0% | +1.0% | -11.0% | -10.1% |
| YTD | -18.5% | +21.5% | -39.9% | -20.8% |
| All | -15.0% | -1.9% | -13.1% | -15.1% |
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