+38.2%
GEHC vs MTSI
+213.0%
-174.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.5% | -2.7% |
| 7D | +7.6% | -10.0% | +17.6% | +8.5% |
| 30D | +27.5% | -37.2% | +64.6% | +33.2% |
| 3M | +17.2% | -30.1% | +47.3% | +20.2% |
| 6M | +33.6% | -31.9% | +65.5% | +35.2% |
| YTD | +0.6% | +23.2% | -22.5% | -11.3% |
| 1Y | +11.3% | +26.4% | -15.1% | -2.7% |
| 3Y | +16.5% | +186.2% | -169.7% | -19.4% |
| All | +38.2% | +213.0% | -174.8% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling