+1,392.2%
MAS vs PHM
+11,456.8%
-10,064.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -0.8% | -3.2% | +2.4% | +0.7% |
| 30D | -5.6% | -6.4% | +0.9% | -2.8% |
| 3M | +4.4% | +5.5% | -1.0% | +2.3% |
| 6M | +7.2% | -5.4% | +12.6% | +10.1% |
| YTD | +16.1% | +6.6% | +9.5% | +13.4% |
| 1Y | +0.1% | -8.8% | +8.9% | +4.3% |
| 3Y | +28.3% | +54.1% | -25.8% | +6.3% |
| 5Y | +30.5% | +144.5% | -114.0% | -11.8% |
| 10Y | +139.1% | +569.4% | -430.3% | -0.8% |
| All | +1,392.2% | +11,456.8% | -10,064.6% | +145.3% |
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 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