+569.6%
MA vs PH
+725.6%
-156.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -1.8% | +6.9% | -8.7% | -4.9% |
| 30D | +11.0% | +1.7% | +9.4% | +9.6% |
| 3M | +17.9% | -8.1% | +26.0% | +22.0% |
| 6M | +33.2% | +11.5% | +21.7% | +24.5% |
| YTD | +16.5% | +11.4% | +5.1% | +7.9% |
| 1Y | +19.1% | +14.1% | +5.0% | +8.9% |
| 3Y | +70.6% | +138.2% | -67.7% | +1.8% |
| 5Y | +92.1% | +216.0% | -123.9% | -4.7% |
| 10Y | +569.6% | +710.0% | -140.4% | +93.7% |
| All | +569.6% | +725.6% | -156.0% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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