+67.5%
MA vs PSA
+15.2%
+52.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.8% | -0.4% | -1.3% | -1.6% |
| 30D | +1.4% | -8.2% | +9.6% | +4.2% |
| 3M | +17.7% | -2.1% | +19.9% | +18.4% |
| 6M | +9.7% | -0.2% | +9.9% | +9.3% |
| YTD | +0.5% | +18.5% | -18.0% | -5.8% |
| 1Y | -2.1% | +6.6% | -8.7% | -4.9% |
| 3Y | +40.1% | +24.5% | +15.6% | +25.9% |
| 5Y | +67.5% | +13.6% | +53.9% | +59.0% |
| All | +67.5% | +15.2% | +52.3% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling