+157.0%
MKSI vs PHM
-6.9%
+163.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +1.8% | -3.2% | +5.0% | +3.0% |
| 30D | -16.8% | -6.4% | -10.3% | -14.8% |
| 3M | -21.1% | +5.5% | -26.6% | -24.2% |
| 6M | +10.8% | -5.4% | +16.3% | +10.5% |
| YTD | +63.3% | +6.6% | +56.7% | +54.5% |
| 1Y | +157.0% | -8.8% | +165.8% | +175.7% |
| All | +157.0% | -6.9% | +163.9% | +175.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling