-7.7%
MDB vs PSA
+28.0%
-35.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -1.8% |
| 7D | -16.5% | +10.5% | -27.1% | -15.9% |
| 30D | -8.6% | +21.7% | -30.3% | -8.1% |
| 3M | -13.6% | +6.1% | -19.7% | -13.2% |
| 6M | +24.1% | +18.3% | +5.7% | +25.6% |
| YTD | -21.8% | +36.1% | -57.8% | -20.5% |
| 1Y | -7.7% | +29.3% | -37.0% | -5.6% |
| All | -7.7% | +28.0% | -35.8% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling