+85.0%
MA vs PH
+209.1%
-124.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -0.5% | +7.4% | -7.9% | -3.2% |
| 30D | +7.9% | +0.5% | +7.4% | +7.3% |
| 3M | +16.8% | -10.2% | +27.0% | +21.2% |
| 6M | +31.0% | +8.9% | +22.1% | +25.1% |
| YTD | +15.0% | +9.7% | +5.4% | +8.6% |
| 1Y | +17.0% | +12.8% | +4.2% | +9.0% |
| 3Y | +68.5% | +134.6% | -66.1% | +5.8% |
| 5Y | +85.0% | +204.5% | -119.6% | -2.6% |
| All | +85.0% | +209.1% | -124.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling