-12.8%
GEHC vs MSTU
-37.9%
+25.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -1.1% |
| 7D | -4.0% | +21.3% | -25.3% | -4.6% |
| 30D | -2.0% | +90.8% | -92.8% | -4.6% |
| 3M | +8.0% | -6.8% | +14.7% | +10.6% |
| 6M | -12.8% | -39.8% | +27.1% | -8.7% |
| All | -12.8% | -37.9% | +25.1% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling