+477.8%
MTSI vs PHM
+709.0%
-231.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | +0.1% |
| 7D | -3.8% | +2.9% | -6.8% | -5.1% |
| 30D | -31.4% | +16.5% | -47.9% | -36.5% |
| 3M | -23.8% | +0.6% | -24.4% | -25.2% |
| 6M | -37.1% | +11.6% | -48.6% | -41.6% |
| YTD | +32.2% | +12.1% | +20.1% | +21.6% |
| 1Y | +26.9% | +9.6% | +17.3% | +17.5% |
| 3Y | +193.7% | +62.3% | +131.5% | +116.8% |
| 5Y | +218.0% | +170.4% | +47.6% | +77.8% |
| 10Y | +477.8% | +683.0% | -205.2% | +71.7% |
| All | +477.8% | +709.0% | -231.2% | +71.7% |
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 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