+875.5%
MDB vs PSA
+125.8%
+749.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.1% |
| 7D | -11.4% | +3.9% | -15.3% | -13.0% |
| 30D | -13.8% | +19.7% | -33.5% | -21.1% |
| 3M | -15.5% | +4.3% | -19.7% | -17.4% |
| 6M | +17.9% | +11.4% | +6.6% | +11.0% |
| YTD | -25.5% | +33.9% | -59.4% | -36.5% |
| 1Y | -12.1% | +28.3% | -40.4% | -23.6% |
| 3Y | -5.9% | +53.5% | -59.4% | -28.2% |
| 5Y | -43.7% | +30.6% | -74.3% | -52.3% |
| All | +875.5% | +125.8% | +749.7% | +570.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling