+13,824.2%
MA vs PSA
+754.7%
+13,069.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.7% | -3.7% | +1.0% | -1.0% |
| 30D | +1.5% | -7.7% | +9.3% | +5.3% |
| 3M | +20.4% | -0.6% | +21.0% | +20.5% |
| 6M | +11.1% | -0.9% | +12.1% | +10.7% |
| YTD | +2.0% | +18.7% | -16.7% | -6.8% |
| 1Y | -2.2% | +7.6% | -9.8% | -6.7% |
| 3Y | +41.9% | +23.7% | +18.2% | +23.7% |
| 5Y | +75.4% | +13.7% | +61.7% | +56.0% |
| 10Y | +527.5% | +98.9% | +428.7% | +311.6% |
| All | +13,824.2% | +754.7% | +13,069.5% | +4,101.2% |
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