-88.4%
MSTU vs PHM
-16.2%
-72.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.1% | -4.7% | -5.4% |
| 7D | -22.0% | -6.4% | -15.7% | -18.3% |
| 30D | +60.3% | -12.1% | +72.4% | +75.0% |
| 3M | -3.7% | -1.5% | -2.2% | -5.5% |
| 6M | -45.2% | -6.0% | -39.2% | -44.2% |
| YTD | -64.3% | -0.3% | -64.0% | -67.4% |
| 1Y | -94.0% | -13.3% | -80.7% | -93.7% |
| All | -88.4% | -16.2% | -72.2% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling