+22,650.5%
PH vs MSI
+4,457.4%
+18,193.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | +2.0% | +4.7% | -2.7% | +0.6% |
| 30D | -3.7% | +14.8% | -18.4% | -7.4% |
| 3M | -14.0% | +8.8% | -22.8% | -16.2% |
| 6M | +2.1% | +19.3% | -17.2% | -3.4% |
| YTD | +5.1% | +35.3% | -30.3% | -4.2% |
| 1Y | +10.9% | +33.8% | -22.8% | +1.4% |
| 3Y | +132.9% | +74.4% | +58.5% | +97.3% |
| 5Y | +200.1% | +120.5% | +79.6% | +137.9% |
| 10Y | +783.8% | +685.2% | +98.6% | +410.6% |
| All | +22,650.5% | +4,457.4% | +18,193.1% | +6,707.3% |
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