+593.1%
MA vs PHM
+670.5%
-77.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.3% | -4.1% | +5.4% | +2.6% |
| 30D | +9.6% | +16.1% | -6.5% | +4.5% |
| 3M | +16.8% | -2.5% | +19.3% | +17.3% |
| 6M | +35.2% | +12.9% | +22.3% | +29.1% |
| YTD | +16.6% | +9.0% | +7.5% | +11.5% |
| 1Y | +19.8% | +8.2% | +11.6% | +14.7% |
| 3Y | +70.7% | +58.4% | +12.3% | +37.7% |
| 5Y | +87.4% | +159.2% | -71.8% | +22.0% |
| All | +593.1% | +670.5% | -77.4% | +207.4% |
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