+160.4%
MS vs GEHC
+15.6%
+144.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -1.6% | +7.6% | -9.1% | -3.3% |
| 30D | -3.8% | +27.5% | -31.2% | -9.7% |
| 3M | -14.6% | +17.2% | -31.8% | -18.1% |
| 6M | -5.1% | +33.6% | -38.7% | -13.2% |
| YTD | +4.5% | +0.6% | +3.9% | +4.3% |
| 1Y | +13.5% | +11.3% | +2.3% | +9.3% |
| 3Y | +160.4% | +16.5% | +143.9% | +134.1% |
| All | +160.4% | +15.6% | +144.8% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling