-19.0%
MSFU vs PHM
-14.7%
-4.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -1.1% |
| 7D | -2.3% | -3.9% | +1.5% | -3.2% |
| 30D | -6.3% | -8.6% | +2.3% | -8.3% |
| 3M | +40.0% | -2.9% | +42.9% | +39.4% |
| 6M | +30.1% | -5.7% | +35.8% | +26.5% |
| YTD | -10.3% | +1.9% | -12.2% | -10.6% |
| 1Y | -19.0% | -12.3% | -6.7% | -18.8% |
| All | -19.0% | -14.7% | -4.4% | -18.8% |
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