+935.2%
MDB vs PSA
+124.8%
+810.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -14.0% | +15.9% | -29.9% | -20.1% |
| 3M | -20.3% | +4.2% | -24.5% | -22.2% |
| 6M | +10.9% | +10.1% | +0.7% | +4.9% |
| YTD | -20.9% | +33.3% | -54.2% | -32.5% |
| 1Y | -11.2% | +28.2% | -39.5% | -22.8% |
| 3Y | -11.9% | +54.9% | -66.8% | -33.2% |
| 5Y | -40.2% | +28.3% | -68.5% | -49.0% |
| All | +935.2% | +124.8% | +810.4% | +612.6% |
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