+38.6%
GEHC vs MTSI
+270.7%
-232.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.3% | -11.6% | -2.3% |
| 7D | -3.7% | +7.2% | -10.9% | -4.7% |
| 30D | +22.0% | -18.4% | +40.4% | +24.0% |
| 3M | +13.6% | -16.7% | +30.3% | +14.4% |
| 6M | +34.0% | -31.7% | +65.7% | +38.0% |
| YTD | +0.9% | +45.9% | -45.0% | -12.6% |
| 1Y | +12.7% | +47.0% | -34.2% | -2.7% |
| 3Y | +19.4% | +224.1% | -204.6% | -18.1% |
| All | +38.6% | +270.7% | -232.1% | -8.3% |
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 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