-3.5%
MSI vs PHM
-12.6%
+9.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -4.0% | -3.9% | -0.1% | -3.5% |
| 30D | -0.5% | -8.6% | +8.1% | +0.6% |
| 3M | +11.4% | -2.9% | +14.3% | +11.6% |
| 6M | +1.0% | -5.7% | +6.7% | +1.2% |
| YTD | +20.7% | +1.9% | +18.8% | +19.9% |
| All | -3.5% | -12.6% | +9.2% | -3.6% |
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