+328.5%
MAS vs PSKY
-63.1%
+391.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +1.9% |
| 7D | +6.0% | -24.6% | +30.6% | +14.2% |
| 30D | +5.0% | -36.1% | +41.1% | +18.8% |
| 3M | +16.5% | -54.4% | +70.9% | +33.7% |
| 6M | +16.5% | -54.4% | +70.9% | +33.7% |
| YTD | +16.5% | -54.4% | +70.9% | +33.7% |
| 1Y | +9.1% | -58.4% | +67.5% | +29.2% |
| 3Y | +46.2% | -40.7% | +86.9% | +33.2% |
| 5Y | +35.0% | -80.0% | +115.0% | +70.3% |
| 10Y | +152.8% | -84.4% | +237.2% | +173.3% |
| All | +328.5% | -63.1% | +391.6% | +122.7% |
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