+2,812.9%
MMM vs PSA
+14,185.8%
-11,372.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | -3.3% | -3.7% | +0.4% | -2.3% |
| 30D | -7.0% | -7.7% | +0.7% | -5.0% |
| 3M | +10.8% | -0.6% | +11.4% | +10.8% |
| 6M | +5.8% | -0.9% | +6.7% | +5.8% |
| YTD | +6.8% | +18.7% | -11.9% | +1.6% |
| 1Y | +10.4% | +7.6% | +2.7% | +7.7% |
| 3Y | +104.7% | +23.7% | +81.0% | +90.9% |
| 5Y | +23.6% | +13.7% | +9.9% | +16.6% |
| 10Y | +54.1% | +98.9% | -44.7% | +22.7% |
| All | +2,812.9% | +14,185.8% | -11,372.9% | +1,155.4% |
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 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