+179.0%
MS vs GEHC
+10.0%
+169.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +1.4% | -4.0% | +5.4% | +2.4% |
| 30D | -0.3% | -2.0% | +1.7% | +0.2% |
| 3M | +0.3% | +8.0% | -7.7% | -2.6% |
| 6M | +31.3% | -12.8% | +44.1% | +35.4% |
| YTD | +24.7% | -15.9% | +40.6% | +29.7% |
| 1Y | +47.9% | -6.9% | +54.8% | +48.6% |
| 3Y | +178.3% | 0.0% | +178.4% | +167.1% |
| All | +179.0% | +10.0% | +169.0% | +172.3% |
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 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