+13,824.2%
MA vs PSKY
-32.7%
+13,856.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +1.5% | +24.0% | -22.4% | -3.9% |
| 3M | +20.4% | +2.2% | +18.3% | +19.2% |
| 6M | +11.1% | -9.0% | +20.1% | +12.4% |
| YTD | +2.0% | -18.1% | +20.1% | +4.9% |
| 1Y | -2.2% | -25.1% | +22.9% | +1.1% |
| 3Y | +41.9% | -16.3% | +58.2% | +28.6% |
| 5Y | +75.4% | -70.4% | +145.7% | +102.7% |
| 10Y | +527.5% | -74.2% | +601.7% | +518.2% |
| All | +13,824.2% | -32.7% | +13,856.9% | +10,635.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling