+15,692.2%
MA vs PH
+2,287.7%
+13,404.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.5% |
| 7D | +3.2% | -3.9% | +7.1% | +5.2% |
| 30D | +15.9% | -9.4% | +25.3% | +21.4% |
| 3M | +15.2% | -10.3% | +25.5% | +20.8% |
| 6M | +32.4% | +2.7% | +29.7% | +28.4% |
| YTD | +15.6% | +2.1% | +13.5% | +11.5% |
| 1Y | +19.3% | +16.2% | +3.1% | +7.0% |
| 3Y | +73.0% | +129.3% | -56.3% | +2.8% |
| 5Y | +93.7% | +191.7% | -98.0% | -1.9% |
| 10Y | +575.0% | +759.2% | -184.3% | +70.4% |
| All | +15,692.2% | +2,287.7% | +13,404.4% | +1,984.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling