+28.2%
PH vs MAS
+1.6%
+26.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | -3.2% | -5.6% | +2.3% | -1.7% |
| 3M | +10.6% | +4.4% | +6.1% | +8.5% |
| 6M | -2.1% | +7.2% | -9.3% | -6.0% |
| YTD | +10.2% | +16.1% | -5.9% | +2.4% |
| 1Y | +28.2% | +0.1% | +28.1% | +23.6% |
| All | +28.2% | +1.6% | +26.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling