+114.0%
MS vs PH
+187.9%
-73.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -4.0% | -4.8% |
| 7D | -3.4% | -3.9% | +0.5% | -1.2% |
| 30D | -3.9% | -9.4% | +5.5% | +1.6% |
| 3M | -15.9% | -10.3% | -5.6% | -10.9% |
| 6M | -2.5% | +2.7% | -5.2% | -5.4% |
| YTD | +5.1% | +2.1% | +3.0% | +1.5% |
| 1Y | +13.0% | +16.2% | -3.3% | -0.2% |
| 3Y | +160.7% | +129.3% | +31.4% | +46.7% |
| 5Y | +114.0% | +191.7% | -77.7% | -4.5% |
| All | +114.0% | +187.9% | -73.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling