+199.5%
MCHP vs PSA
+102.6%
+96.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.4% |
| 7D | 0.0% | -1.8% | +1.9% | +0.9% |
| 30D | -6.0% | -8.4% | +2.3% | -2.4% |
| 3M | -19.7% | -7.8% | -11.8% | -17.3% |
| 6M | +14.0% | +0.8% | +13.2% | +12.4% |
| YTD | +18.4% | +16.5% | +1.9% | +8.8% |
| 1Y | +17.1% | +4.7% | +12.4% | +13.0% |
| 3Y | +0.7% | +21.1% | -20.3% | -10.0% |
| 5Y | +5.1% | +14.2% | -9.1% | -4.5% |
| All | +199.5% | +102.6% | +96.9% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling