+100.1%
MO vs PSA
+13.0%
+87.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.0% | -3.6% | +2.6% | -0.1% |
| 30D | +5.8% | -9.4% | +15.2% | +8.3% |
| 3M | -4.5% | -8.2% | +3.7% | -2.5% |
| 6M | +5.7% | -1.8% | +7.6% | +6.3% |
| YTD | +23.1% | +15.7% | +7.4% | +19.0% |
| 1Y | +10.9% | +6.3% | +4.6% | +9.3% |
| 3Y | +96.1% | +21.6% | +74.6% | +86.5% |
| 5Y | +100.1% | +13.5% | +86.6% | +91.8% |
| All | +100.1% | +13.0% | +87.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling