-51.3%
MP vs PSA
+13.4%
-64.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +4.3% |
| 7D | -10.5% | +3.9% | -14.4% | -8.0% |
| 30D | -23.5% | +19.7% | -43.2% | -12.9% |
| 3M | -25.4% | +4.3% | -29.7% | -27.1% |
| 6M | -51.3% | +11.4% | -62.6% | -48.4% |
| All | -51.3% | +13.4% | -64.7% | -48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling