+2,222.5%
MKSI vs PHM
+2,655.7%
-433.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | +2.7% | -5.0% | +7.7% | +4.6% |
| 30D | -12.8% | -8.4% | -4.4% | -10.1% |
| 3M | -22.5% | -4.4% | -18.1% | -21.9% |
| 6M | +19.4% | -3.7% | +23.1% | +20.1% |
| YTD | +67.7% | +1.3% | +66.4% | +65.0% |
| 1Y | +131.4% | -14.0% | +145.4% | +141.3% |
| 3Y | +197.3% | +48.1% | +149.2% | +153.8% |
| 5Y | +87.0% | +158.8% | -71.8% | +30.9% |
| 10Y | +522.1% | +562.8% | -40.7% | +207.1% |
| All | +2,222.5% | +2,655.7% | -433.1% | +523.0% |
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