+62.8%
MA vs PSKY
-44.4%
+107.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.1% |
| 7D | +4.8% | -24.6% | +29.4% | +4.5% |
| 30D | +7.6% | -36.1% | +43.8% | +7.1% |
| 3M | +24.6% | -34.6% | +59.2% | +24.2% |
| 6M | +19.4% | -40.5% | +60.0% | +19.3% |
| YTD | +8.8% | -47.7% | +56.5% | +8.7% |
| 1Y | +13.0% | -58.4% | +71.4% | +13.3% |
| All | +62.8% | -44.4% | +107.2% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling