+122.9%
MS vs PHM
+158.6%
-35.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.1% | -4.1% | +9.2% | +6.4% |
| 30D | +5.7% | +16.1% | -10.5% | +0.8% |
| 3M | -12.2% | -2.5% | -9.7% | -11.8% |
| 6M | -0.5% | +12.9% | -13.4% | -5.2% |
| YTD | +9.8% | +9.0% | +0.8% | +5.0% |
| 1Y | +17.7% | +8.2% | +9.6% | +12.7% |
| 3Y | +176.8% | +58.4% | +118.4% | +120.4% |
| All | +122.9% | +158.6% | -35.7% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling