+93.1%
MA vs GEHC
+31.6%
+61.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +2.3% | +7.6% | -5.3% | +0.7% |
| 30D | +14.7% | +27.5% | -12.8% | +8.9% |
| 3M | +13.5% | +17.2% | -3.7% | +9.6% |
| 6M | +33.1% | +33.6% | -0.5% | +24.6% |
| YTD | +15.1% | +0.6% | +14.4% | +14.3% |
| 1Y | +18.7% | +11.3% | +7.4% | +15.1% |
| 3Y | +72.1% | +16.5% | +55.6% | +61.2% |
| All | +93.1% | +31.6% | +61.5% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling