+327.5%
MAS vs PSKY
-42.2%
+369.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -5.6% | +24.0% | -29.5% | -12.4% |
| 3M | +4.4% | +2.2% | +2.3% | +3.1% |
| 6M | +7.2% | -9.0% | +16.2% | +8.8% |
| YTD | +16.1% | -18.1% | +34.3% | +20.3% |
| 1Y | +0.1% | -25.1% | +25.2% | +4.5% |
| 3Y | +28.3% | -16.3% | +44.6% | +13.6% |
| 5Y | +30.5% | -70.4% | +100.8% | +57.3% |
| 10Y | +139.1% | -74.2% | +213.3% | +134.1% |
| All | +327.5% | -42.2% | +369.7% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling