-21.9%
GEHC vs MSTZ
-99.3%
+77.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.9% | -1.1% |
| 7D | -4.0% | -29.7% | +25.7% | -4.8% |
| 30D | -2.0% | -65.3% | +63.3% | -4.7% |
| 3M | +8.0% | -57.3% | +65.3% | +6.8% |
| 6M | -12.8% | -61.6% | +48.9% | -13.1% |
| YTD | -15.9% | -78.3% | +62.4% | -16.3% |
| 1Y | -6.9% | -30.2% | +23.3% | -1.6% |
| All | -21.9% | -99.3% | +77.3% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling