+7,830.4%
MDT vs PSA
+14,166.4%
-6,336.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +6.0% | -8.2% | +14.2% | +8.2% |
| 3M | +15.5% | -2.1% | +17.7% | +16.2% |
| 6M | +3.4% | -0.2% | +3.6% | +3.4% |
| YTD | -2.2% | +18.5% | -20.7% | -6.3% |
| 1Y | +2.6% | +6.6% | -4.0% | +0.7% |
| 3Y | +27.5% | +24.5% | +3.1% | +19.8% |
| 5Y | -20.1% | +13.6% | -33.6% | -24.0% |
| 10Y | +39.1% | +102.0% | -62.9% | +14.0% |
| All | +7,830.4% | +14,166.4% | -6,336.0% | +2,832.7% |
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