+70.1%
MA vs PH
+137.4%
-67.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.8% | +2.1% | -0.3% | +1.2% |
| 30D | +11.8% | +0.3% | +11.6% | +11.5% |
| 3M | +17.2% | -8.8% | +26.0% | +19.8% |
| 6M | +33.4% | +10.0% | +23.3% | +28.9% |
| YTD | +16.1% | +10.5% | +5.7% | +11.4% |
| 1Y | +19.9% | +15.5% | +4.4% | +13.3% |
| All | +70.1% | +137.4% | -67.3% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling