+368.5%
GH vs MAS
+158.2%
+210.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.3% | -0.6% |
| 7D | -15.6% | +2.0% | -17.6% | -16.7% |
| 30D | -10.4% | +19.4% | -29.8% | -19.2% |
| 3M | -4.3% | +9.4% | -13.7% | -9.9% |
| 6M | +63.5% | +15.3% | +48.2% | +47.7% |
| YTD | +47.7% | +31.3% | +16.4% | +20.9% |
| 1Y | +56.7% | +34.9% | +21.9% | +25.9% |
| 3Y | +443.9% | +58.6% | +385.3% | +276.2% |
| 5Y | +36.9% | +40.7% | -3.8% | +0.3% |
| All | +368.5% | +158.2% | +210.3% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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