+513.2%
MA vs PHM
+545.0%
-31.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | -3.5% | -3.9% | +0.3% | -2.3% |
| 30D | +0.8% | -8.6% | +9.3% | +3.5% |
| 3M | +14.8% | -2.9% | +17.7% | +15.3% |
| 6M | +10.0% | -5.7% | +15.7% | +10.9% |
| YTD | -0.1% | +1.9% | -2.0% | -2.1% |
| 1Y | -2.2% | -12.3% | +10.1% | +0.2% |
| 3Y | +39.3% | +50.8% | -11.5% | +14.1% |
| 5Y | +66.3% | +157.3% | -91.0% | +8.6% |
| 10Y | +513.2% | +566.5% | -53.3% | +187.0% |
| All | +513.2% | +545.0% | -31.7% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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