+15.7%
GEHC vs MTSI
+59.5%
-43.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.3% |
| 7D | +13.2% | -10.7% | +23.8% | +12.5% |
| 30D | +30.6% | -29.0% | +59.6% | +28.6% |
| 3M | +22.2% | -14.7% | +36.9% | +21.4% |
| 6M | +40.8% | -20.1% | +60.9% | +38.5% |
| YTD | +4.8% | +36.1% | -31.3% | +1.2% |
| 1Y | +15.7% | +61.7% | -46.0% | +11.9% |
| All | +15.7% | +59.5% | -43.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling