+1,620.6%
MAS vs PHM
+12,477.9%
-10,857.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +4.6% | +8.7% | -4.1% | +0.9% |
| 30D | +19.9% | +16.4% | +3.5% | +12.3% |
| 3M | +8.9% | +1.8% | +7.1% | +8.1% |
| 6M | +20.2% | +15.1% | +5.1% | +13.5% |
| YTD | +33.9% | +16.0% | +17.9% | +26.1% |
| 1Y | +34.7% | +14.1% | +20.6% | +27.6% |
| 3Y | +60.4% | +65.9% | -5.5% | +28.9% |
| 5Y | +43.5% | +180.9% | -137.4% | -8.3% |
| 10Y | +226.7% | +730.3% | -503.6% | +24.0% |
| All | +1,620.6% | +12,477.9% | -10,857.2% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling