+15,614.6%
MA vs PSA
+864.8%
+14,749.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +2.3% | +3.9% | -1.6% | +0.6% |
| 30D | +14.7% | +19.7% | -5.0% | +5.7% |
| 3M | +13.5% | +4.3% | +9.2% | +11.3% |
| 6M | +33.1% | +11.4% | +21.8% | +26.3% |
| YTD | +15.1% | +33.9% | -18.9% | -0.6% |
| 1Y | +18.7% | +28.3% | -9.5% | +4.6% |
| 3Y | +72.1% | +53.5% | +18.6% | +35.9% |
| 5Y | +92.8% | +30.6% | +62.2% | +61.5% |
| 10Y | +571.6% | +145.8% | +425.9% | +299.9% |
| All | +15,614.6% | +864.8% | +14,749.9% | +4,384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling