-15.6%
MOS vs PHM
+16.2%
-31.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +7.2% | +10.2% | +14.8% |
| 7D | +17.9% | +13.6% | +4.4% | +13.6% |
| 30D | +1.6% | +19.3% | -17.7% | -3.4% |
| 3M | -4.0% | +3.5% | -7.5% | -5.5% |
| 6M | -4.1% | +18.6% | -22.7% | -9.2% |
| YTD | -7.8% | +16.7% | -24.5% | -13.6% |
| 1Y | -15.6% | +14.6% | -30.2% | -21.4% |
| All | -15.6% | +16.2% | -31.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling