+9.4%
GEHC vs MTSI
+43.1%
-33.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | -2.3% | +29.1% | -31.4% | -1.0% |
| 30D | +19.0% | -20.4% | +39.4% | +18.0% |
| 3M | +13.3% | -20.9% | +34.2% | +12.5% |
| 6M | +31.5% | -32.3% | +63.8% | +32.5% |
| YTD | 0.0% | +43.5% | -43.5% | -5.3% |
| 1Y | +9.4% | +43.8% | -34.4% | +4.3% |
| All | +9.4% | +43.1% | -33.7% | +4.3% |
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