+15.5%
GEHC vs MSI
+84.9%
-69.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -4.0% | -3.7% | -0.3% | -2.8% |
| 30D | -2.0% | +6.8% | -8.8% | -4.3% |
| 3M | +8.0% | +14.3% | -6.3% | +2.9% |
| 6M | -12.8% | -1.6% | -11.2% | -12.4% |
| YTD | -15.9% | +22.8% | -38.7% | -23.1% |
| 1Y | -6.9% | -1.1% | -5.8% | -6.6% |
| 3Y | 0.0% | +70.5% | -70.5% | -22.1% |
| All | +15.5% | +84.9% | -69.5% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling