+215.9%
MAS vs PHM
+700.3%
-484.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -0.9% |
| 7D | +2.0% | +6.2% | -4.3% | -1.3% |
| 30D | +19.4% | +17.9% | +1.4% | +9.2% |
| 3M | +9.4% | +2.5% | +6.9% | +7.9% |
| 6M | +15.3% | +10.8% | +4.5% | +9.3% |
| YTD | +31.3% | +13.7% | +17.6% | +22.8% |
| 1Y | +34.9% | +12.4% | +22.5% | +26.8% |
| 3Y | +58.6% | +65.6% | -7.0% | +21.0% |
| 5Y | +40.7% | +175.3% | -134.6% | -18.0% |
| All | +215.9% | +700.3% | -484.5% | +2.6% |
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