+191.7%
PH vs MAS
+41.7%
+150.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -0.2% |
| 7D | -3.9% | +4.6% | -8.4% | -6.3% |
| 30D | -9.4% | +19.9% | -29.3% | -18.2% |
| 3M | -10.3% | +8.9% | -19.2% | -15.1% |
| 6M | +2.7% | +20.2% | -17.5% | -8.8% |
| YTD | +2.1% | +33.9% | -31.7% | -16.3% |
| 1Y | +16.2% | +34.7% | -18.4% | -5.3% |
| 3Y | +129.3% | +60.4% | +68.9% | +63.2% |
| 5Y | +191.7% | +43.5% | +148.3% | +121.0% |
| All | +191.7% | +41.7% | +150.1% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling