+24,016.6%
PH vs MSI
+4,640.9%
+19,375.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +6.9% | +7.7% | -0.8% | +4.7% |
| 30D | +1.7% | +19.9% | -18.2% | -3.4% |
| 3M | -8.1% | +14.9% | -23.1% | -11.8% |
| 6M | +11.5% | +37.2% | -25.7% | +1.7% |
| YTD | +11.4% | +40.8% | -29.4% | +0.5% |
| 1Y | +14.1% | +38.1% | -24.0% | +3.4% |
| 3Y | +138.2% | +77.7% | +60.5% | +100.7% |
| 5Y | +216.0% | +129.0% | +87.0% | +147.9% |
| 10Y | +710.0% | +671.3% | +38.7% | +369.1% |
| All | +24,016.6% | +4,640.9% | +19,375.7% | +7,038.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling