+37.3%
GEHC vs MTSI
+264.6%
-227.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -2.3% | +29.1% | -31.4% | -4.9% |
| 30D | +19.0% | -20.4% | +39.4% | +21.3% |
| 3M | +13.3% | -20.9% | +34.2% | +14.9% |
| 6M | +31.5% | -32.3% | +63.8% | +35.4% |
| YTD | 0.0% | +43.5% | -43.5% | -13.3% |
| 1Y | +9.4% | +43.8% | -34.4% | -5.3% |
| 3Y | +18.3% | +218.8% | -200.4% | -18.7% |
| All | +37.3% | +264.6% | -227.3% | -8.9% |
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