-31.9%
MTSI vs PHM
+9.5%
-41.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +10.1% |
| 7D | -10.0% | +6.2% | -16.2% | -7.9% |
| 30D | -37.2% | +17.9% | -55.1% | -33.5% |
| 3M | -30.1% | +2.5% | -32.5% | -26.9% |
| 6M | -31.9% | +10.8% | -42.7% | -29.0% |
| All | -31.9% | +9.5% | -41.4% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling