+150.2%
MOS vs PHM
+11,456.8%
-11,306.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +9.5% | -3.2% | +12.7% | +10.4% |
| 30D | +10.4% | -6.4% | +16.9% | +12.2% |
| 3M | +12.9% | +5.5% | +7.4% | +11.0% |
| 6M | +1.2% | -5.4% | +6.7% | +2.1% |
| YTD | +9.3% | +6.6% | +2.7% | +6.7% |
| 1Y | -18.0% | -8.8% | -9.1% | -16.9% |
| 3Y | -29.0% | +54.1% | -83.1% | -38.4% |
| 5Y | -9.6% | +144.5% | -154.1% | -32.1% |
| 10Y | +6.1% | +569.4% | -563.4% | -39.1% |
| All | +150.2% | +11,456.8% | -11,306.5% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling