+578.8%
MS vs PHM
+746.3%
-167.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.6% | +2.2% |
| 7D | +0.7% | +3.5% | -2.8% | -0.5% |
| 30D | -0.9% | +21.2% | -22.1% | -7.8% |
| 3M | -13.0% | +2.5% | -15.5% | -14.2% |
| 6M | -2.0% | +16.1% | -18.1% | -8.3% |
| YTD | +7.8% | +16.6% | -8.8% | -0.1% |
| 1Y | +17.9% | +14.4% | +3.4% | +9.8% |
| 3Y | +174.8% | +71.9% | +102.9% | +109.7% |
| 5Y | +119.9% | +174.3% | -54.5% | +33.5% |
| 10Y | +578.8% | +744.0% | -165.2% | +152.5% |
| All | +578.8% | +746.3% | -167.5% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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