+499.0%
MA vs PSA
+101.3%
+397.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.5% | -3.6% | +0.2% | -2.1% |
| 30D | +0.7% | -9.4% | +10.1% | +4.5% |
| 3M | +15.8% | -8.2% | +24.0% | +19.5% |
| 6M | +10.2% | -1.8% | +12.1% | +10.3% |
| YTD | -0.5% | +15.7% | -16.2% | -7.0% |
| 1Y | -1.8% | +6.3% | -8.1% | -5.2% |
| 3Y | +38.7% | +21.6% | +17.2% | +23.8% |
| 5Y | +67.6% | +13.5% | +54.2% | +51.5% |
| All | +499.0% | +101.3% | +397.7% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling