+808.5%
MS vs PH
+804.1%
+4.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | -3.1% | +4.4% | +3.5% |
| 30D | -0.3% | -3.2% | +3.0% | +1.4% |
| 3M | +0.3% | +10.6% | -10.3% | -7.0% |
| 6M | +31.3% | -2.1% | +33.5% | +31.3% |
| YTD | +24.7% | +10.2% | +14.5% | +14.9% |
| 1Y | +47.9% | +28.2% | +19.7% | +22.0% |
| 3Y | +178.3% | +134.9% | +43.5% | +48.8% |
| 5Y | +144.9% | +253.6% | -108.7% | -4.2% |
| All | +808.5% | +804.1% | +4.4% | +63.6% |
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