-11.5%
MP vs PSA
+0.7%
-12.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.2% |
| 7D | -2.9% | -3.7% | +0.8% | -3.3% |
| 30D | +13.8% | -7.7% | +21.6% | +12.6% |
| 3M | -16.7% | -0.6% | -16.1% | -20.3% |
| 6M | -11.5% | -0.9% | -10.6% | -18.6% |
| All | -11.5% | +0.7% | -12.2% | -18.6% |
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 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