+505.6%
MA vs PSKY
-74.5%
+580.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.4% |
| 7D | -1.8% | +2.4% | -4.1% | -2.1% |
| 30D | +1.4% | +17.5% | -16.1% | -1.0% |
| 3M | +17.7% | +4.4% | +13.3% | +16.8% |
| 6M | +9.7% | -9.0% | +18.7% | +10.5% |
| YTD | +0.5% | -18.6% | +19.1% | +2.5% |
| 1Y | -2.1% | -27.7% | +25.7% | +0.6% |
| 3Y | +40.1% | -16.9% | +57.0% | +32.9% |
| 5Y | +67.5% | -70.3% | +137.8% | +88.4% |
| 10Y | +505.6% | -74.9% | +580.6% | +405.3% |
| All | +505.6% | -74.5% | +580.1% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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