+42.7%
MKSI vs PSA
+28.0%
+14.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.8% | -4.5% |
| 7D | -10.7% | +10.5% | -21.2% | -9.3% |
| 30D | -30.5% | +21.7% | -52.2% | -29.0% |
| 3M | -39.2% | +6.1% | -45.2% | -37.9% |
| 6M | -33.0% | +18.3% | -51.3% | -34.6% |
| YTD | +22.3% | +36.1% | -13.7% | +20.2% |
| 1Y | +42.7% | +29.3% | +13.4% | +36.9% |
| All | +42.7% | +28.0% | +14.6% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling