+143.9%
MS vs GEHC
+30.8%
+113.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | +3.7% | -2.3% | +6.0% | +4.3% |
| 30D | +2.0% | +19.0% | -17.1% | -2.4% |
| 3M | -12.6% | +13.3% | -25.8% | -15.3% |
| 6M | -0.3% | +31.5% | -31.8% | -8.0% |
| YTD | +9.0% | 0.0% | +9.0% | +8.5% |
| 1Y | +13.9% | +9.4% | +4.5% | +10.2% |
| 3Y | +173.6% | +18.3% | +155.3% | +151.6% |
| All | +143.9% | +30.8% | +113.1% | +127.8% |
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