+597.6%
MSI vs PHM
+557.7%
+40.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.4% |
| 7D | -1.8% | -6.4% | +4.6% | -0.3% |
| 30D | -0.6% | -12.1% | +11.5% | +2.3% |
| 3M | +13.0% | -1.5% | +14.6% | +13.0% |
| 6M | +0.5% | -6.0% | +6.5% | +1.3% |
| YTD | +21.7% | -0.3% | +22.0% | +20.5% |
| 1Y | -2.6% | -13.3% | +10.7% | -0.5% |
| 3Y | +69.7% | +47.6% | +22.1% | +46.0% |
| 5Y | +102.8% | +154.7% | -51.9% | +45.8% |
| All | +597.6% | +557.7% | +40.0% | +277.8% |
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 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