-15.1%
MP vs PSA
+30.3%
-45.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.4% |
| 7D | -10.5% | +3.9% | -14.4% | -12.3% |
| 30D | -23.5% | +19.7% | -43.2% | -30.0% |
| 3M | -25.4% | +4.3% | -29.7% | -27.2% |
| 6M | -51.3% | +11.4% | -62.6% | -54.7% |
| YTD | -29.9% | +33.9% | -63.9% | -41.4% |
| 1Y | -31.8% | +28.3% | -60.1% | -41.8% |
| 3Y | +127.0% | +53.5% | +73.5% | +68.1% |
| All | -15.1% | +30.3% | -45.4% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling