+37.4%
GEHC vs MTSI
-35.1%
+72.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -18.4% | +15.9% | -4.3% |
| 7D | +9.6% | -24.6% | +34.2% | +6.5% |
| 30D | +29.4% | -45.7% | +75.1% | +21.1% |
| 3M | +19.3% | -27.7% | +47.1% | +16.7% |
| 6M | +37.4% | -37.3% | +74.7% | +31.0% |
| All | +37.4% | -35.1% | +72.4% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling