+6,288.2%
MS vs PH
+18,008.0%
-11,719.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.2% |
| 3Y | +178.3% | +134.9% | +43.5% | +49.6% |
| 5Y | +144.9% | +253.6% | -108.7% | -2.6% |
| 10Y | +804.5% | +804.7% | -0.2% | +79.5% |
| All | +6,288.2% | +18,008.0% | -11,719.8% | +285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling