+542.0%
MS vs PH
+698.6%
-156.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.1% | +4.1% | +0.9% | +2.3% |
| 30D | +5.7% | -0.1% | +5.7% | +5.2% |
| 3M | -12.2% | -9.6% | -2.6% | -6.7% |
| 6M | -0.5% | +8.5% | -9.0% | -7.1% |
| YTD | +9.8% | +9.4% | +0.4% | +1.2% |
| 1Y | +17.7% | +14.2% | +3.5% | +5.3% |
| 3Y | +176.8% | +134.0% | +42.8% | +48.8% |
| 5Y | +123.7% | +203.8% | -80.1% | -2.3% |
| All | +542.0% | +698.6% | -156.6% | +36.4% |
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