+2,498.9%
MAR vs PSA
+2,915.5%
-416.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -4.2% | -3.7% | -0.5% | -2.4% |
| 30D | -6.7% | -7.7% | +1.1% | -3.0% |
| 3M | -12.5% | -0.6% | -11.9% | -12.5% |
| 6M | +0.6% | -0.9% | +1.5% | +0.6% |
| YTD | +9.1% | +18.7% | -9.5% | -0.2% |
| 1Y | +26.2% | +7.6% | +18.6% | +20.8% |
| 3Y | +68.2% | +23.7% | +44.5% | +46.9% |
| 5Y | +163.9% | +13.7% | +150.3% | +133.6% |
| 10Y | +420.6% | +98.9% | +321.7% | +224.3% |
| All | +2,498.9% | +2,915.5% | -416.6% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling