+70.7%
MSFU vs PHM
+208.3%
-137.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -2.3% | -3.9% | +1.5% | -1.5% |
| 30D | -6.3% | -8.6% | +2.3% | -4.4% |
| 3M | +40.0% | -2.9% | +42.9% | +39.9% |
| 6M | +30.1% | -5.7% | +35.8% | +30.5% |
| YTD | -10.3% | +1.9% | -12.2% | -13.2% |
| 1Y | -19.0% | -12.3% | -6.7% | -18.0% |
| 3Y | +25.8% | +50.8% | -25.0% | -9.5% |
| All | +70.7% | +208.3% | -137.6% | -33.3% |
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