-6.3%
GEHC vs MSTZ
-99.3%
+93.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.3% |
| 7D | -3.7% | +31.0% | -34.8% | -2.8% |
| 30D | +22.0% | +34.0% | -12.0% | +23.6% |
| 3M | +13.6% | -67.7% | +81.3% | +11.0% |
| 6M | +34.0% | -14.9% | +49.0% | +37.9% |
| YTD | +0.9% | -79.1% | +80.0% | +1.1% |
| 1Y | +12.7% | -58.9% | +71.7% | +16.7% |
| All | -6.3% | -99.3% | +93.0% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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