+368.5%
GH vs MAS
+159.2%
+209.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -0.8% |
| 7D | -15.6% | +2.4% | -18.0% | -16.9% |
| 30D | -10.4% | +19.8% | -30.2% | -19.4% |
| 3M | -4.3% | +9.8% | -14.1% | -10.0% |
| 6M | +63.5% | +15.8% | +47.8% | +47.4% |
| YTD | +47.7% | +31.8% | +15.9% | +20.7% |
| 1Y | +56.7% | +35.4% | +21.4% | +25.6% |
| 3Y | +443.9% | +59.2% | +384.7% | +275.4% |
| 5Y | +36.9% | +41.2% | -4.3% | +0.1% |
| All | +368.5% | +159.2% | +209.3% | +119.3% |
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