-86.8%
MSTU vs PHM
-13.5%
-73.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.5% | -5.1% | -6.3% |
| 7D | +16.1% | -2.5% | +18.6% | +18.4% |
| 30D | +68.7% | -9.7% | +78.3% | +80.5% |
| 3M | -11.0% | +2.2% | -13.2% | -15.7% |
| 6M | -33.4% | -5.7% | -27.7% | -32.4% |
| YTD | -59.5% | +2.8% | -62.3% | -63.8% |
| 1Y | -93.4% | -14.4% | -78.9% | -92.8% |
| All | -86.8% | -13.5% | -73.3% | -88.7% |
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 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