+99.3%
MSI vs PHM
+152.9%
-53.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.4% |
| 7D | -5.8% | -2.5% | -3.3% | -5.3% |
| 30D | -1.0% | -9.7% | +8.7% | +1.1% |
| 3M | +14.2% | +2.2% | +11.9% | +13.2% |
| 6M | +1.0% | -5.7% | +6.7% | +1.7% |
| YTD | +21.5% | +2.8% | +18.6% | +19.6% |
| 1Y | -2.1% | -14.4% | +12.3% | +0.1% |
| 3Y | +69.3% | +52.2% | +17.1% | +42.9% |
| 5Y | +99.3% | +154.3% | -54.9% | +36.1% |
| All | +99.3% | +152.9% | -53.6% | +36.1% |
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