+556.2%
MS vs PHM
+677.6%
-121.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | -1.7% | -4.8% | +3.0% | -0.1% |
| 30D | +0.9% | +16.5% | -15.6% | -4.7% |
| 3M | -10.8% | -2.0% | -8.8% | -10.7% |
| 6M | +0.9% | +12.7% | -11.8% | -4.6% |
| YTD | +9.8% | +11.2% | -1.3% | +3.5% |
| 1Y | +17.1% | +7.7% | +9.3% | +11.4% |
| 3Y | +175.7% | +60.9% | +114.8% | +115.5% |
| 5Y | +125.9% | +167.7% | -41.8% | +38.2% |
| 10Y | +556.2% | +692.1% | -135.9% | +155.3% |
| All | +556.2% | +677.6% | -121.5% | +155.3% |
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