-4.7%
GEHC vs MSTU
-90.1%
+85.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.1% | +2.2% |
| 7D | +5.6% | -9.3% | +14.9% | +5.9% |
| 30D | +27.9% | -38.3% | +66.2% | +29.5% |
| 3M | +17.1% | +24.0% | -6.9% | +14.8% |
| 6M | +32.5% | -72.1% | +104.6% | +36.6% |
| YTD | +2.7% | -70.2% | +72.9% | +3.9% |
| 1Y | +15.3% | -89.6% | +104.9% | +21.4% |
| All | -4.7% | -90.1% | +85.4% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling