+24.7%
MAS vs PSKY
-78.3%
+103.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +1.0% |
| 7D | +6.0% | -24.6% | +30.6% | +9.0% |
| 30D | +5.0% | -36.1% | +41.1% | +10.0% |
| 3M | +7.4% | -37.3% | +44.7% | +11.5% |
| 6M | +15.4% | -40.5% | +55.9% | +20.7% |
| YTD | +16.4% | -47.7% | +64.1% | +23.2% |
| 1Y | +9.1% | -58.4% | +67.5% | +19.2% |
| 3Y | +46.2% | -40.7% | +86.9% | +42.1% |
| All | +24.7% | -78.3% | +103.0% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling