+167.2%
MMM vs PSA
+52.1%
+115.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +1.5% | +4.3% | +5.3% |
| 30D | +17.9% | +16.7% | +1.3% | +11.5% |
| 3M | +3.6% | +4.0% | -0.4% | +2.0% |
| 6M | +32.9% | +10.9% | +22.1% | +27.5% |
| YTD | +19.5% | +34.2% | -14.7% | +6.5% |
| 1Y | +16.5% | +26.6% | -10.1% | +6.0% |
| 3Y | +167.2% | +54.7% | +112.4% | +121.4% |
| All | +167.2% | +52.1% | +115.1% | +121.4% |
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