+153.1%
MAR vs PSA
+13.0%
+140.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -3.6% | +1.6% | -0.9% |
| 30D | -5.7% | -9.4% | +3.7% | -2.5% |
| 3M | -14.6% | -8.2% | -6.4% | -12.3% |
| 6M | +1.3% | -1.8% | +3.2% | +1.6% |
| YTD | +6.7% | +15.7% | -9.0% | +1.3% |
| 1Y | +26.4% | +6.3% | +20.2% | +23.2% |
| 3Y | +64.7% | +21.6% | +43.2% | +50.9% |
| 5Y | +153.1% | +13.5% | +139.6% | +144.1% |
| All | +153.1% | +13.0% | +140.0% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling