+578.8%
MS vs PH
+778.3%
-199.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +0.3% |
| 7D | +0.7% | +3.0% | -2.3% | -1.4% |
| 30D | -0.9% | -0.6% | -0.3% | -1.0% |
| 3M | -13.0% | -10.7% | -2.2% | -6.8% |
| 6M | -2.0% | +9.1% | -11.0% | -8.8% |
| YTD | +7.8% | +9.5% | -1.7% | -0.8% |
| 1Y | +17.9% | +14.0% | +3.8% | +5.5% |
| 3Y | +174.8% | +138.9% | +35.9% | +45.5% |
| 5Y | +119.9% | +209.1% | -89.3% | -5.2% |
| 10Y | +578.8% | +737.3% | -158.5% | +37.9% |
| All | +578.8% | +778.3% | -199.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling