+56.7%
GH vs MAS
+32.0%
+24.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.3% | -1.3% |
| 7D | -15.6% | +2.0% | -17.6% | -15.9% |
| 30D | -10.4% | +19.4% | -29.8% | -13.7% |
| 3M | -4.3% | +9.4% | -13.7% | -6.0% |
| 6M | +63.5% | +15.3% | +48.2% | +55.9% |
| YTD | +47.7% | +31.3% | +16.4% | +33.9% |
| 1Y | +56.7% | +34.9% | +21.9% | +40.5% |
| All | +56.7% | +32.0% | +24.8% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling