+1,209.8%
MET vs PSA
+3,674.4%
-2,464.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +1.2% | -3.7% | +4.8% | +3.5% |
| 30D | +1.4% | -7.7% | +9.2% | +6.6% |
| 3M | +17.7% | -0.6% | +18.3% | +17.9% |
| 6M | +35.0% | -0.9% | +35.9% | +34.7% |
| YTD | +26.3% | +18.7% | +7.6% | +12.1% |
| 1Y | +22.8% | +7.6% | +15.2% | +15.4% |
| 3Y | +65.9% | +23.7% | +42.3% | +38.0% |
| 5Y | +85.4% | +13.7% | +71.7% | +55.4% |
| 10Y | +253.7% | +98.9% | +154.9% | +88.6% |
| All | +1,209.8% | +3,674.4% | -2,464.6% | +46.9% |
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