-19.6%
MSFU vs PHM
-6.9%
-12.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.1% |
| 7D | -5.7% | -3.2% | -2.5% | -6.5% |
| 30D | +4.2% | -6.4% | +10.6% | +2.3% |
| 3M | +27.9% | +5.5% | +22.4% | +30.3% |
| 6M | +37.1% | -5.4% | +42.6% | +32.1% |
| YTD | -7.4% | +6.6% | -14.0% | -6.5% |
| 1Y | -19.6% | -8.8% | -10.8% | -20.2% |
| All | -19.6% | -6.9% | -12.7% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling