+4,456.3%
MSI vs PHM
+11,952.1%
-7,495.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +7.7% | -4.8% | +12.5% | +8.9% |
| 30D | +19.9% | +16.5% | +3.4% | +15.4% |
| 3M | +14.9% | -2.0% | +16.9% | +15.1% |
| 6M | +37.2% | +12.7% | +24.6% | +32.4% |
| YTD | +40.8% | +11.2% | +29.6% | +35.6% |
| 1Y | +38.1% | +7.7% | +30.4% | +33.8% |
| 3Y | +77.7% | +60.9% | +16.8% | +51.8% |
| 5Y | +129.0% | +167.7% | -38.7% | +69.2% |
| 10Y | +671.3% | +692.1% | -20.8% | +312.1% |
| All | +4,456.3% | +11,952.1% | -7,495.8% | +997.8% |
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 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