+27.9%
MAS vs PHM
+15.6%
+12.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.2% | -1.5% | -0.2% |
| 7D | +14.2% | +13.6% | +0.6% | +2.8% |
| 30D | +26.8% | +19.3% | +7.5% | +9.3% |
| 3M | +13.1% | +3.5% | +9.6% | +10.1% |
| 6M | +27.9% | +18.6% | +9.3% | +9.8% |
| All | +27.9% | +15.6% | +12.3% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling