+376.5%
GH vs MAS
+163.3%
+213.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.4% | -5.5% | -7.1% |
| 7D | -17.2% | +4.6% | -21.8% | -19.4% |
| 30D | -10.1% | +19.9% | -30.0% | -19.2% |
| 3M | -6.0% | +8.9% | -14.9% | -11.2% |
| 6M | +71.4% | +20.2% | +51.2% | +51.4% |
| YTD | +50.2% | +33.9% | +16.3% | +21.7% |
| 1Y | +61.4% | +34.7% | +26.8% | +29.9% |
| 3Y | +435.2% | +60.4% | +374.8% | +268.3% |
| 5Y | +39.2% | +43.5% | -4.2% | +0.9% |
| All | +376.5% | +163.3% | +213.2% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling