+43.5%
MAS vs PHM
+185.6%
-142.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.0% |
| 7D | +4.6% | +8.7% | -4.1% | -1.1% |
| 30D | +19.9% | +16.4% | +3.5% | +8.3% |
| 3M | +8.9% | +1.8% | +7.1% | +7.4% |
| 6M | +20.2% | +15.1% | +5.1% | +9.6% |
| YTD | +33.9% | +16.0% | +17.9% | +21.3% |
| 1Y | +34.7% | +14.1% | +20.6% | +23.1% |
| 3Y | +60.4% | +65.9% | -5.5% | +11.8% |
| 5Y | +43.5% | +180.9% | -137.4% | -33.3% |
| All | +43.5% | +185.6% | -142.2% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling