+2,175.0%
MKSI vs PSA
+3,291.2%
-1,116.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +4.9% | -3.6% | +8.5% | +6.6% |
| 30D | -11.0% | -9.4% | -1.6% | -7.0% |
| 3M | -17.1% | -8.2% | -8.9% | -14.7% |
| 6M | +16.4% | -1.8% | +18.3% | +16.0% |
| YTD | +64.3% | +15.7% | +48.5% | +51.1% |
| 1Y | +137.7% | +6.3% | +131.5% | +126.7% |
| 3Y | +189.1% | +21.6% | +167.5% | +156.2% |
| 5Y | +83.1% | +13.5% | +69.7% | +65.8% |
| 10Y | +509.4% | +101.3% | +408.1% | +301.0% |
| All | +2,175.0% | +3,291.2% | -1,116.2% | +397.0% |
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