+44.5%
MAS vs PHM
+166.0%
-121.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | +1.3% |
| 7D | +3.6% | +2.9% | +0.7% | +1.6% |
| 30D | +23.8% | +16.5% | +7.3% | +11.9% |
| 3M | +14.4% | +0.6% | +13.8% | +13.7% |
| 6M | +19.7% | +11.6% | +8.2% | +11.5% |
| YTD | +36.0% | +12.1% | +23.9% | +26.0% |
| 1Y | +40.4% | +9.6% | +30.7% | +31.7% |
| 3Y | +58.9% | +62.3% | -3.3% | +12.4% |
| 5Y | +44.5% | +170.4% | -125.9% | -30.8% |
| All | +44.5% | +166.0% | -121.5% | -30.8% |
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