+451.3%
MTSI vs PHM
+700.3%
-249.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +11.6% |
| 7D | -10.0% | +6.2% | -16.2% | -12.6% |
| 30D | -37.2% | +17.9% | -55.1% | -42.2% |
| 3M | -30.1% | +2.5% | -32.5% | -31.9% |
| 6M | -31.9% | +10.8% | -42.7% | -36.6% |
| YTD | +23.2% | +13.7% | +9.5% | +12.6% |
| 1Y | +26.4% | +12.4% | +14.0% | +15.8% |
| 3Y | +186.2% | +65.6% | +120.5% | +109.7% |
| 5Y | +187.0% | +175.3% | +11.7% | +59.7% |
| All | +451.3% | +700.3% | -249.0% | +76.9% |
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 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