+17.0%
MA vs PSA
+25.5%
-8.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.5% | -2.1% | +1.6% | 0.0% |
| 30D | +7.9% | +15.6% | -7.7% | +5.0% |
| 3M | +16.8% | +4.1% | +12.7% | +15.5% |
| 6M | +31.0% | +9.2% | +21.8% | +28.8% |
| YTD | +15.0% | +32.3% | -17.3% | +5.6% |
| 1Y | +17.0% | +26.2% | -9.1% | +10.9% |
| All | +17.0% | +25.5% | -8.5% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling