+19.3%
PH vs MAS
+40.8%
-21.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.6% | -9.3% | -5.1% |
| 7D | -0.2% | +14.2% | -14.4% | -3.7% |
| 30D | -6.7% | +26.8% | -33.5% | -12.9% |
| 3M | -8.1% | +13.1% | -21.3% | -11.3% |
| 6M | +5.3% | +27.9% | -22.6% | -2.6% |
| YTD | +4.2% | +38.7% | -34.5% | -8.1% |
| 1Y | +19.3% | +40.4% | -21.0% | +4.6% |
| All | +19.3% | +40.8% | -21.4% | +4.6% |
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