+1,208.8%
MTSI vs PHM
+1,459.8%
-251.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | +1.4% | -3.2% | +4.6% | +2.6% |
| 30D | +2.1% | -6.4% | +8.5% | +4.3% |
| 3M | -29.7% | +5.5% | -35.2% | -31.9% |
| 6M | +12.5% | -5.4% | +18.0% | +13.6% |
| YTD | +57.0% | +6.6% | +50.4% | +50.6% |
| 1Y | +103.9% | -8.8% | +112.8% | +106.8% |
| 3Y | +223.6% | +54.1% | +169.5% | +157.9% |
| 5Y | +321.6% | +144.5% | +177.1% | +172.6% |
| 10Y | +517.7% | +569.4% | -51.7% | +166.7% |
| All | +1,208.8% | +1,459.8% | -251.0% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling