+401.3%
GH vs MAS
+128.3%
+273.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.8% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | -1.1% | -5.6% | +4.5% | +1.9% |
| 3M | +21.3% | +4.4% | +16.9% | +16.6% |
| 6M | +73.5% | +7.2% | +66.3% | +62.6% |
| YTD | +58.0% | +16.1% | +41.9% | +39.7% |
| 1Y | +163.1% | +0.1% | +163.0% | +151.8% |
| 3Y | +361.0% | +28.3% | +332.7% | +264.6% |
| 5Y | +22.5% | +30.5% | -7.9% | -5.6% |
| All | +401.3% | +128.3% | +273.0% | +153.8% |
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 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