+70.1%
MDT vs PSA
+132.6%
-62.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.0% | -1.4% | +2.5% | +1.6% |
| 30D | +9.2% | +15.2% | -6.0% | +3.9% |
| 3M | +14.5% | +2.2% | +12.3% | +13.6% |
| 6M | +37.3% | +11.7% | +25.6% | +32.1% |
| YTD | +9.8% | +32.0% | -22.2% | -0.7% |
| 1Y | +10.5% | +26.3% | -15.7% | +1.4% |
| 3Y | +57.4% | +52.4% | +5.1% | +33.6% |
| 5Y | +1.2% | +26.3% | -25.1% | -9.9% |
| All | +70.1% | +132.6% | -62.5% | +20.8% |
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