+76.3%
MSFU vs PHM
+222.6%
-146.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -5.7% | -3.2% | -2.5% | -5.0% |
| 30D | +4.2% | -6.4% | +10.6% | +5.6% |
| 3M | +27.9% | +5.5% | +22.4% | +25.4% |
| 6M | +37.1% | -5.4% | +42.6% | +37.6% |
| YTD | -7.4% | +6.6% | -14.0% | -11.2% |
| 1Y | -19.6% | -8.8% | -10.8% | -19.3% |
| 3Y | +33.2% | +54.1% | -20.9% | -3.9% |
| All | +76.3% | +222.6% | -146.2% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling