+14.5%
PH vs MSI
+37.3%
-22.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | +7.4% | +2.6% | +4.8% | +6.9% |
| 30D | +0.5% | +18.1% | -17.7% | -2.3% |
| 3M | -10.2% | +13.2% | -23.5% | -12.1% |
| 6M | +8.9% | +36.3% | -27.4% | +3.8% |
| YTD | +9.7% | +39.5% | -29.9% | +6.6% |
| All | +14.5% | +37.3% | -22.8% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling