+153.3%
MP vs PSA
+23.9%
+129.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -2.9% | -3.7% | +0.8% | -1.3% |
| 30D | +13.8% | -7.7% | +21.6% | +17.6% |
| 3M | -16.7% | -0.6% | -16.1% | -18.1% |
| 6M | -11.5% | -0.9% | -10.6% | -13.3% |
| YTD | +7.9% | +18.7% | -10.7% | -4.4% |
| 1Y | -15.0% | +7.6% | -22.7% | -20.7% |
| All | +153.3% | +23.9% | +129.3% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling