+514.9%
MKSI vs PSA
+102.6%
+412.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.8% |
| 7D | +2.7% | -1.8% | +4.5% | +3.4% |
| 30D | -12.8% | -8.4% | -4.4% | -9.8% |
| 3M | -22.5% | -7.8% | -14.7% | -20.7% |
| 6M | +19.4% | +0.8% | +18.6% | +17.3% |
| YTD | +67.7% | +16.5% | +51.2% | +54.6% |
| 1Y | +131.4% | +4.7% | +126.7% | +122.5% |
| 3Y | +197.3% | +21.1% | +176.3% | +165.4% |
| 5Y | +87.0% | +14.2% | +72.8% | +70.0% |
| All | +514.9% | +102.6% | +412.4% | +353.8% |
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