+45.3%
MO vs PSA
+28.0%
+17.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.5% |
| 7D | +6.9% | +10.5% | -3.7% | +3.6% |
| 30D | +14.9% | +21.7% | -6.8% | +8.4% |
| 3M | +16.4% | +6.1% | +10.4% | +14.1% |
| 6M | +9.6% | +18.3% | -8.8% | +5.9% |
| YTD | +41.8% | +36.1% | +5.8% | +33.4% |
| 1Y | +45.3% | +29.3% | +16.0% | +38.6% |
| All | +45.3% | +28.0% | +17.3% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling