+593.1%
MA vs PH
+700.2%
-107.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +4.3% | -3.0% | -0.8% |
| 30D | +9.6% | +0.1% | +9.5% | +9.0% |
| 3M | +16.8% | -9.4% | +26.2% | +21.6% |
| 6M | +35.2% | +8.8% | +26.4% | +27.9% |
| YTD | +16.6% | +9.6% | +6.9% | +8.8% |
| 1Y | +19.8% | +14.4% | +5.3% | +9.3% |
| 3Y | +70.7% | +134.5% | -63.8% | +2.7% |
| 5Y | +87.4% | +204.4% | -117.0% | -5.2% |
| All | +593.1% | +700.2% | -107.1% | +102.0% |
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