+806.9%
PH vs MAS
+137.9%
+668.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.6% |
| 30D | -3.2% | -5.6% | +2.3% | 0.0% |
| 3M | +10.6% | +4.4% | +6.1% | +6.1% |
| 6M | -2.1% | +7.2% | -9.3% | -8.7% |
| YTD | +10.2% | +16.1% | -5.9% | -3.4% |
| 1Y | +28.2% | +0.1% | +28.1% | +23.2% |
| 3Y | +134.9% | +28.3% | +106.6% | +85.8% |
| 5Y | +253.6% | +30.5% | +223.2% | +169.1% |
| All | +806.9% | +137.9% | +668.9% | +356.9% |
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