+277.5%
MP vs PSA
+130.2%
+147.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.5% |
| 7D | -1.6% | +1.5% | -3.0% | -2.2% |
| 30D | -18.2% | +16.7% | -34.8% | -23.5% |
| 3M | -26.1% | +4.0% | -30.2% | -27.6% |
| 6M | -44.0% | +10.9% | -54.9% | -47.4% |
| YTD | -25.3% | +34.2% | -59.5% | -36.1% |
| 1Y | -35.6% | +26.6% | -62.2% | -43.5% |
| 3Y | +147.1% | +54.7% | +92.3% | +92.6% |
| 5Y | -11.3% | +30.0% | -41.3% | -25.7% |
| All | +277.5% | +130.2% | +147.3% | +192.7% |
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