+539.5%
MTSI vs PHM
+540.0%
-0.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.7% |
| 7D | +4.9% | -2.5% | +7.4% | +5.9% |
| 30D | -11.6% | -9.7% | -1.9% | -7.9% |
| 3M | -24.1% | +2.2% | -26.3% | -25.8% |
| 6M | +32.4% | -5.7% | +38.1% | +33.7% |
| YTD | +60.4% | +2.8% | +57.6% | +55.1% |
| 1Y | +111.0% | -14.4% | +125.4% | +120.0% |
| 3Y | +246.1% | +52.2% | +193.9% | +165.1% |
| 5Y | +340.3% | +154.3% | +186.1% | +155.5% |
| 10Y | +539.5% | +545.9% | -6.3% | +122.0% |
| All | +539.5% | +540.0% | -0.5% | +122.0% |
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