+287.6%
MP vs PSA
+126.4%
+161.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +9.5% | -1.4% | +10.9% | +10.1% |
| 30D | -3.0% | +15.2% | -18.2% | -8.9% |
| 3M | -30.4% | +2.2% | -32.6% | -31.2% |
| 6M | -39.2% | +11.7% | -50.8% | -43.1% |
| YTD | -23.3% | +32.0% | -55.3% | -33.9% |
| 1Y | -32.6% | +26.3% | -58.9% | -40.8% |
| 3Y | +159.3% | +52.4% | +106.9% | +103.4% |
| 5Y | -16.4% | +26.3% | -42.7% | -29.4% |
| All | +287.6% | +126.4% | +161.2% | +202.6% |
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