+39.3%
GEHC vs MTSI
+244.3%
-205.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +2.0% |
| 7D | +0.8% | +10.0% | -9.2% | -0.3% |
| 30D | +21.3% | -20.3% | +41.7% | +23.4% |
| 3M | +12.6% | -24.4% | +37.0% | +14.6% |
| 6M | +34.3% | -39.2% | +73.5% | +40.5% |
| YTD | +1.4% | +35.5% | -34.1% | -11.5% |
| 1Y | +12.5% | +43.0% | -30.6% | -3.3% |
| 3Y | +19.2% | +196.3% | -177.0% | -17.4% |
| All | +39.3% | +244.3% | -205.0% | -7.1% |
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