+23,761.0%
PH vs MAS
+1,430.5%
+22,330.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.0% |
| 7D | -3.1% | -0.8% | -2.3% | -2.7% |
| 30D | -3.2% | -5.6% | +2.3% | -1.0% |
| 3M | +10.6% | +4.4% | +6.1% | +7.7% |
| 6M | -2.1% | +7.2% | -9.3% | -6.3% |
| YTD | +10.2% | +16.1% | -5.9% | +1.4% |
| 1Y | +28.2% | +0.1% | +28.1% | +25.4% |
| 3Y | +134.9% | +28.3% | +106.6% | +104.6% |
| 5Y | +253.6% | +30.5% | +223.2% | +203.1% |
| 10Y | +804.7% | +139.1% | +665.6% | +505.8% |
| All | +23,761.0% | +1,430.5% | +22,330.6% | +5,969.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling