-32.8%
MOS vs PHM
+175.2%
-208.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.7% |
| 7D | +21.6% | +6.2% | +15.4% | +19.9% |
| 30D | +12.0% | +17.9% | -6.0% | +7.4% |
| 3M | -3.9% | +2.5% | -6.4% | -4.6% |
| 6M | -3.3% | +10.8% | -14.1% | -6.1% |
| YTD | -4.6% | +13.7% | -18.4% | -8.5% |
| 1Y | -7.0% | +12.4% | -19.3% | -10.5% |
| 3Y | -24.4% | +65.6% | -90.1% | -35.3% |
| All | -32.8% | +175.2% | -208.0% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling