+94.0%
MA vs GEHC
+34.3%
+59.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -0.3% | +5.6% | -6.0% | -1.5% |
| 30D | +11.3% | +27.9% | -16.6% | +5.6% |
| 3M | +16.7% | +17.1% | -0.5% | +12.7% |
| 6M | +32.8% | +32.5% | +0.2% | +24.5% |
| YTD | +15.6% | +2.7% | +13.0% | +14.4% |
| 1Y | +19.6% | +15.3% | +4.3% | +15.0% |
| 3Y | +72.1% | +23.7% | +48.4% | +59.2% |
| All | +94.0% | +34.3% | +59.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling