+103.9%
MTSI vs PHM
-6.9%
+110.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | +1.4% | -3.2% | +4.6% | +1.9% |
| 30D | +2.1% | -6.4% | +8.5% | +3.2% |
| 3M | -29.7% | +5.5% | -35.2% | -31.3% |
| 6M | +12.5% | -5.4% | +18.0% | +11.6% |
| YTD | +57.0% | +6.6% | +50.4% | +53.2% |
| 1Y | +103.9% | -8.8% | +112.8% | +100.8% |
| All | +103.9% | -6.9% | +110.9% | +100.8% |
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 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