-27.2%
GEHC vs MSTU
-88.1%
+60.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.8% | +5.4% | -1.2% |
| 7D | -7.9% | -22.0% | +14.2% | -7.1% |
| 30D | -11.7% | +60.3% | -72.0% | -13.6% |
| 3M | +0.8% | -3.7% | +4.5% | -0.1% |
| 6M | -11.6% | -45.2% | +33.6% | -11.0% |
| YTD | -21.6% | -64.3% | +42.7% | -20.6% |
| 1Y | -15.3% | -94.0% | +78.7% | -8.2% |
| All | -27.2% | -88.1% | +60.9% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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