+35.7%
MSFU vs PHM
+70.2%
-34.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +5.3% |
| 7D | +14.6% | +3.5% | +11.1% | +14.3% |
| 30D | +2.1% | +21.2% | -19.1% | +1.2% |
| 3M | +14.7% | +2.5% | +12.2% | +14.5% |
| 6M | +55.7% | +16.1% | +39.6% | +54.0% |
| YTD | +7.1% | +16.6% | -9.5% | +4.6% |
| 1Y | -0.5% | +14.4% | -14.9% | -2.8% |
| 3Y | +35.7% | +71.9% | -36.1% | +22.7% |
| All | +35.7% | +70.2% | -34.5% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling