-92.7%
MSTU vs PHM
-6.9%
-85.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +21.3% | -3.2% | +24.5% | +22.0% |
| 30D | +90.8% | -6.4% | +97.3% | +92.5% |
| 3M | -6.8% | +5.5% | -12.3% | -9.6% |
| 6M | -39.8% | -5.4% | -34.4% | -42.6% |
| YTD | -55.7% | +6.6% | -62.3% | -59.8% |
| 1Y | -92.7% | -8.8% | -83.8% | -90.9% |
| All | -92.7% | -6.9% | -85.7% | -90.9% |
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 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