+181.3%
MS vs PH
+134.7%
+46.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | -3.1% | +4.4% | +3.2% |
| 30D | -0.3% | -3.2% | +3.0% | +1.2% |
| 3M | +0.3% | +10.6% | -10.3% | -6.2% |
| 6M | +31.3% | -2.1% | +33.5% | +31.5% |
| YTD | +24.7% | +10.2% | +14.5% | +15.8% |
| 1Y | +47.9% | +28.2% | +19.7% | +24.1% |
| All | +181.3% | +134.7% | +46.6% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling