+498.8%
MAR vs PSA
+132.6%
+366.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +1.6% | -1.4% | +3.0% | +2.1% |
| 30D | +13.8% | +15.2% | -1.4% | +8.9% |
| 3M | +20.3% | +2.2% | +18.1% | +19.3% |
| 6M | +21.3% | +11.7% | +9.7% | +16.9% |
| YTD | +37.2% | +32.0% | +5.2% | +25.6% |
| 1Y | +48.4% | +26.3% | +22.2% | +37.7% |
| 3Y | +120.1% | +52.4% | +67.8% | +90.6% |
| 5Y | +182.1% | +26.3% | +155.8% | +155.0% |
| All | +498.8% | +132.6% | +366.2% | +346.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling