+724.4%
PH vs MAS
+219.8%
+504.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | +0.1% |
| 7D | -3.9% | +4.6% | -8.4% | -6.8% |
| 30D | -9.4% | +19.9% | -29.3% | -19.8% |
| 3M | -10.3% | +8.9% | -19.2% | -16.1% |
| 6M | +2.7% | +20.2% | -17.5% | -10.9% |
| YTD | +2.1% | +33.9% | -31.7% | -19.1% |
| 1Y | +16.2% | +34.7% | -18.4% | -8.6% |
| 3Y | +129.3% | +60.4% | +68.9% | +54.7% |
| 5Y | +191.7% | +43.5% | +148.3% | +107.7% |
| All | +724.4% | +219.8% | +504.5% | +260.9% |
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