+274.5%
MP vs PSA
+126.9%
+147.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | +11.0% | -2.1% | +13.1% | +12.0% |
| 30D | -11.7% | +15.6% | -27.3% | -17.2% |
| 3M | -30.8% | +4.1% | -34.9% | -32.2% |
| 6M | -42.9% | +9.2% | -52.1% | -46.0% |
| YTD | -25.9% | +32.3% | -58.2% | -36.2% |
| 1Y | -37.3% | +26.2% | -63.4% | -44.9% |
| 3Y | +150.7% | +53.7% | +97.0% | +96.0% |
| 5Y | -19.3% | +26.6% | -45.8% | -31.8% |
| All | +274.5% | +126.9% | +147.6% | +192.2% |
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