+568.4%
MA vs PHM
+709.0%
-140.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.3% | +1.7% |
| 7D | +1.8% | +2.9% | -1.1% | +0.8% |
| 30D | +11.8% | +16.5% | -4.7% | +6.6% |
| 3M | +17.2% | +0.6% | +16.5% | +16.5% |
| 6M | +33.4% | +11.6% | +21.8% | +27.8% |
| YTD | +16.1% | +12.1% | +4.1% | +10.2% |
| 1Y | +19.9% | +9.6% | +10.3% | +14.4% |
| 3Y | +70.1% | +62.3% | +7.8% | +36.3% |
| 5Y | +89.6% | +170.4% | -80.8% | +21.9% |
| 10Y | +568.4% | +683.0% | -114.6% | +199.6% |
| All | +568.4% | +709.0% | -140.5% | +199.6% |
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