+197.3%
MKSI vs PSA
+22.3%
+175.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.7% |
| 3M | -22.5% | -7.8% | -14.7% | -20.8% |
| 6M | +19.4% | +0.8% | +18.6% | +15.9% |
| YTD | +67.7% | +16.5% | +51.2% | +50.5% |
| 1Y | +131.4% | +4.7% | +126.7% | +119.0% |
| 3Y | +197.3% | +21.1% | +176.3% | +131.4% |
| All | +197.3% | +22.3% | +175.0% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling