+8,801.5%
MDT vs PSA
+15,793.7%
-6,992.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.0% | -1.4% | +2.5% | +1.4% |
| 30D | +9.2% | +15.2% | -6.0% | +5.5% |
| 3M | +14.5% | +2.2% | +12.3% | +13.9% |
| 6M | +37.3% | +11.7% | +25.6% | +33.7% |
| YTD | +9.8% | +32.0% | -22.2% | +2.5% |
| 1Y | +10.5% | +26.3% | -15.7% | +4.2% |
| 3Y | +57.4% | +52.4% | +5.1% | +41.0% |
| 5Y | +1.2% | +26.3% | -25.1% | -6.2% |
| 10Y | +63.2% | +132.3% | -69.1% | +29.6% |
| All | +8,801.5% | +15,793.7% | -6,992.2% | +3,106.8% |
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 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