+179.9%
MAS vs PSKY
-85.1%
+265.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +1.0% |
| 7D | +6.0% | -24.6% | +30.6% | +9.3% |
| 30D | +5.0% | -36.1% | +41.1% | +10.6% |
| 3M | +17.1% | -53.4% | +70.4% | +24.2% |
| 6M | +17.1% | -53.4% | +70.4% | +24.2% |
| YTD | +17.1% | -53.4% | +70.4% | +24.2% |
| 1Y | +9.1% | -58.4% | +67.5% | +18.1% |
| 3Y | +46.2% | -40.7% | +86.9% | +39.8% |
| 5Y | +35.0% | -80.0% | +115.0% | +52.7% |
| All | +179.9% | -85.1% | +265.1% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling