+72.2%
MSFU vs PHM
+211.2%
-139.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.6% |
| 7D | -3.2% | -2.5% | -0.7% | -2.6% |
| 30D | -3.1% | -9.7% | +6.5% | -1.0% |
| 3M | +35.3% | +2.2% | +33.0% | +33.5% |
| 6M | +31.6% | -5.7% | +37.3% | +32.0% |
| YTD | -9.5% | +2.8% | -12.4% | -12.6% |
| 1Y | -18.4% | -14.4% | -4.0% | -16.6% |
| 3Y | +26.9% | +52.2% | -25.3% | -8.8% |
| All | +72.2% | +211.2% | -139.0% | -32.9% |
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