+61.7%
MAS vs PHM
+67.6%
-5.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.0% |
| 7D | +4.6% | +8.7% | -4.1% | -1.2% |
| 30D | +19.9% | +16.4% | +3.5% | +8.0% |
| 3M | +8.9% | +1.8% | +7.1% | +7.3% |
| 6M | +20.2% | +15.1% | +5.1% | +9.4% |
| YTD | +33.9% | +16.0% | +17.9% | +21.1% |
| 1Y | +34.7% | +14.1% | +20.6% | +22.9% |
| All | +61.7% | +67.6% | -5.9% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling