+237.4%
MP vs PSA
+131.8%
+105.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.4% | -5.8% |
| 7D | -19.0% | +7.4% | -26.4% | -21.5% |
| 30D | -30.5% | +19.1% | -49.6% | -35.6% |
| 3M | -29.6% | +5.1% | -34.7% | -31.3% |
| 6M | -50.4% | +16.2% | -66.6% | -54.4% |
| YTD | -33.2% | +35.2% | -68.4% | -43.0% |
| 1Y | -38.6% | +27.1% | -65.7% | -46.1% |
| 3Y | +105.5% | +51.7% | +53.8% | +61.8% |
| 5Y | -7.8% | +31.8% | -39.6% | -23.1% |
| All | +237.4% | +131.8% | +105.6% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling