+4,422.1%
MSI vs PHM
+11,720.3%
-7,298.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +3.2% | -4.1% | +7.4% | +4.3% |
| 30D | +17.6% | +16.1% | +1.4% | +13.3% |
| 3M | +14.5% | -2.5% | +17.0% | +14.8% |
| 6M | +34.3% | +12.9% | +21.3% | +29.5% |
| YTD | +39.7% | +9.0% | +30.7% | +35.2% |
| 1Y | +40.2% | +8.2% | +32.0% | +35.6% |
| 3Y | +77.1% | +58.4% | +18.7% | +51.9% |
| 5Y | +124.0% | +159.2% | -35.1% | +66.8% |
| 10Y | +665.5% | +676.9% | -11.4% | +310.8% |
| All | +4,422.1% | +11,720.3% | -7,298.3% | +994.5% |
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