+8.2%
MDB vs PSA
+4.9%
+3.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.6% |
| 7D | -4.5% | -2.2% | -2.3% | -4.6% |
| 30D | -14.0% | -9.6% | -4.4% | -14.4% |
| 3M | +5.3% | -7.9% | +13.2% | +5.0% |
| 6M | +31.9% | -2.0% | +33.9% | +30.6% |
| YTD | -14.6% | +15.7% | -30.4% | -12.4% |
| 1Y | +8.2% | +5.8% | +2.5% | +8.6% |
| All | +8.2% | +4.9% | +3.4% | +8.6% |
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