+14,700.0%
MO vs PSA
+14,166.4%
+533.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -0.3% | -8.2% | +7.9% | +1.4% |
| 3M | -2.9% | -2.1% | -0.8% | -2.5% |
| 6M | +5.8% | -0.2% | +6.0% | +5.7% |
| YTD | +22.0% | +18.5% | +3.5% | +17.8% |
| 1Y | +10.7% | +6.6% | +4.1% | +9.0% |
| 3Y | +94.4% | +24.5% | +69.9% | +84.6% |
| 5Y | +97.2% | +13.6% | +83.6% | +88.7% |
| 10Y | +103.0% | +102.0% | +1.0% | +72.5% |
| All | +14,700.0% | +14,166.4% | +533.6% | +7,523.4% |
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