+710.0%
PH vs MAS
+217.4%
+492.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +6.9% | -1.8% | +8.7% | +8.0% |
| 30D | +1.7% | +23.6% | -21.9% | -11.7% |
| 3M | -8.1% | +12.4% | -20.6% | -15.6% |
| 6M | +11.5% | +21.9% | -10.4% | -4.1% |
| YTD | +11.4% | +36.1% | -24.8% | -12.7% |
| 1Y | +14.1% | +39.5% | -25.4% | -12.2% |
| 3Y | +138.2% | +59.1% | +79.1% | +62.0% |
| 5Y | +216.0% | +44.4% | +171.6% | +124.5% |
| 10Y | +710.0% | +217.0% | +493.0% | +258.1% |
| All | +710.0% | +217.4% | +492.6% | +258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling