+12.7%
GEHC vs MTSI
+41.9%
-29.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.3% | -11.6% | -0.8% |
| 7D | -3.7% | +7.2% | -10.9% | -3.3% |
| 30D | +22.0% | -18.4% | +40.4% | +21.1% |
| 3M | +13.6% | -16.7% | +30.3% | +13.0% |
| 6M | +34.0% | -31.7% | +65.7% | +35.3% |
| YTD | +0.9% | +45.9% | -45.0% | -4.3% |
| 1Y | +12.7% | +47.0% | -34.2% | +7.7% |
| All | +12.7% | +41.9% | -29.1% | +7.7% |
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