-43.2%
MP vs PSA
+27.0%
-70.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.0% |
| 7D | -3.6% | +0.8% | -4.4% | -3.6% |
| 30D | -21.0% | +15.9% | -36.9% | -21.6% |
| 3M | -33.3% | +4.2% | -37.5% | -33.8% |
| 6M | -45.9% | +10.1% | -56.1% | -47.4% |
| YTD | -27.8% | +33.3% | -61.2% | -34.8% |
| 1Y | -43.2% | +28.2% | -71.4% | -49.3% |
| All | -43.2% | +27.0% | -70.2% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling