+15,614.6%
MA vs PH
+2,355.9%
+13,258.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -2.0% |
| 7D | +2.3% | +2.0% | +0.3% | +1.1% |
| 30D | +14.7% | -3.7% | +18.3% | +16.3% |
| 3M | +13.5% | -14.0% | +27.5% | +21.9% |
| 6M | +33.1% | +2.1% | +31.0% | +29.6% |
| YTD | +15.1% | +5.1% | +10.0% | +9.3% |
| 1Y | +18.7% | +10.9% | +7.8% | +9.4% |
| 3Y | +72.1% | +132.9% | -60.9% | +1.4% |
| 5Y | +92.8% | +200.1% | -107.3% | -3.8% |
| 10Y | +571.6% | +783.8% | -212.2% | +67.0% |
| All | +15,614.6% | +2,355.9% | +13,258.7% | +1,943.6% |
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 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