+134.5%
PH vs MSI
+76.4%
+58.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.3% | +3.2% | +1.1% | +3.2% |
| 30D | +0.1% | +17.6% | -17.5% | -5.5% |
| 3M | -9.4% | +14.5% | -23.9% | -13.8% |
| 6M | +8.8% | +34.3% | -25.5% | -2.6% |
| YTD | +9.6% | +39.7% | -30.1% | -4.8% |
| 1Y | +14.4% | +40.2% | -25.7% | -0.8% |
| 3Y | +134.5% | +77.1% | +57.4% | +71.0% |
| All | +134.5% | +76.4% | +58.2% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling