+131.0%
PH vs MAS
+67.0%
+64.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.6% | -9.3% | -6.1% |
| 7D | -0.2% | +14.2% | -14.4% | -6.0% |
| 30D | -6.7% | +26.8% | -33.5% | -16.5% |
| 3M | -8.1% | +13.1% | -21.3% | -13.6% |
| 6M | +5.3% | +27.9% | -22.6% | -7.5% |
| YTD | +4.2% | +38.7% | -34.5% | -13.9% |
| 1Y | +19.3% | +40.4% | -21.0% | -2.3% |
| All | +131.0% | +67.0% | +64.0% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling