+23,761.0%
PH vs MSI
+4,035.2%
+19,725.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -3.1% | -3.7% | +0.6% | -2.1% |
| 30D | -3.2% | +6.8% | -10.1% | -5.0% |
| 3M | +10.6% | +14.3% | -3.7% | +6.4% |
| 6M | -2.1% | -1.6% | -0.6% | -2.2% |
| YTD | +10.2% | +22.8% | -12.6% | +3.4% |
| 1Y | +28.2% | -1.1% | +29.3% | +27.5% |
| 3Y | +134.9% | +70.5% | +64.4% | +100.4% |
| 5Y | +253.6% | +102.8% | +150.8% | +187.3% |
| 10Y | +804.7% | +597.4% | +207.3% | +440.3% |
| All | +23,761.0% | +4,035.2% | +19,725.8% | +7,247.0% |
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 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