+78.5%
MSI vs PHM
+62.4%
+16.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +7.7% | -4.8% | +12.5% | +8.2% |
| 30D | +19.9% | +16.5% | +3.4% | +18.0% |
| 3M | +14.9% | -2.0% | +16.9% | +14.9% |
| 6M | +37.2% | +12.7% | +24.6% | +35.2% |
| YTD | +40.8% | +11.2% | +29.6% | +38.7% |
| 1Y | +38.1% | +7.7% | +30.4% | +36.4% |
| All | +78.5% | +62.4% | +16.1% | +73.6% |
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 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