+443.9%
GH vs MAS
+58.1%
+385.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.3% | -1.0% |
| 7D | -15.6% | +2.0% | -17.6% | -16.2% |
| 30D | -10.4% | +19.4% | -29.8% | -16.0% |
| 3M | -4.3% | +9.4% | -13.7% | -7.6% |
| 6M | +63.5% | +15.3% | +48.2% | +53.3% |
| YTD | +47.7% | +31.3% | +16.4% | +29.4% |
| 1Y | +56.7% | +34.9% | +21.9% | +35.5% |
| 3Y | +443.9% | +58.6% | +385.3% | +269.9% |
| All | +443.9% | +58.1% | +385.7% | +269.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling