+110.9%
MO vs PSA
+102.6%
+8.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.1% |
| 7D | +0.1% | -1.8% | +2.0% | +0.7% |
| 30D | +7.1% | -8.4% | +15.5% | +9.9% |
| 3M | -2.0% | -7.8% | +5.9% | +0.5% |
| 6M | +7.3% | +0.8% | +6.5% | +6.9% |
| YTD | +23.5% | +16.5% | +7.0% | +17.6% |
| 1Y | +11.0% | +4.7% | +6.3% | +9.1% |
| 3Y | +95.0% | +21.1% | +73.9% | +80.8% |
| 5Y | +100.6% | +14.2% | +86.4% | +85.3% |
| All | +110.9% | +102.6% | +8.3% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling