+15.5%
GEHC vs MTSI
+299.0%
-283.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.7% |
| 7D | -4.0% | +1.4% | -5.4% | -4.2% |
| 30D | -2.0% | +2.1% | -4.0% | -2.8% |
| 3M | +8.0% | -29.7% | +37.7% | +13.0% |
| 6M | -12.8% | +12.5% | -25.3% | -17.9% |
| YTD | -15.9% | +57.0% | -72.9% | -26.9% |
| 1Y | -6.9% | +103.9% | -110.8% | -24.5% |
| 3Y | 0.0% | +223.6% | -223.6% | -30.4% |
| All | +15.5% | +299.0% | -283.6% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling