+792.3%
PH vs MSI
+590.9%
+201.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +0.4% | -5.8% | +6.1% | +3.8% |
| 30D | -10.8% | -1.0% | -9.8% | -10.5% |
| 3M | +8.5% | +14.2% | -5.7% | +0.2% |
| 6M | +3.9% | +1.0% | +2.9% | +2.0% |
| YTD | +9.4% | +21.5% | -12.0% | -4.1% |
| 1Y | +26.8% | -2.1% | +28.9% | +25.9% |
| 3Y | +140.8% | +69.3% | +71.5% | +67.6% |
| 5Y | +253.8% | +99.3% | +154.5% | +118.4% |
| 10Y | +792.3% | +595.0% | +197.3% | +202.1% |
| All | +792.3% | +590.9% | +201.4% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling