+942.1%
MDB vs PSA
+122.5%
+819.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +6.8% | -1.4% | +8.3% | +7.5% |
| 30D | -6.2% | +15.2% | -21.4% | -12.6% |
| 3M | -29.2% | +2.2% | -31.5% | -30.3% |
| 6M | +10.3% | +11.7% | -1.4% | +3.6% |
| YTD | -20.4% | +32.0% | -52.4% | -31.7% |
| 1Y | -4.8% | +26.3% | -31.1% | -16.6% |
| 3Y | -11.6% | +52.4% | -63.9% | -32.4% |
| 5Y | -41.0% | +26.3% | -67.3% | -49.4% |
| All | +942.1% | +122.5% | +819.6% | +620.6% |
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