+301.7%
MP vs PSKY
-66.1%
+367.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.4% | -1.9% |
| 7D | -12.9% | -24.6% | +11.6% | -5.6% |
| 30D | -20.7% | -36.1% | +15.4% | -9.4% |
| 3M | -26.9% | -53.4% | +26.5% | -8.8% |
| 6M | -26.9% | -53.4% | +26.5% | -8.8% |
| YTD | -26.9% | -53.4% | +26.5% | -8.8% |
| 1Y | -52.1% | -58.4% | +6.3% | -38.3% |
| 3Y | +119.5% | -40.7% | +160.2% | +134.5% |
| 5Y | +18.2% | -80.0% | +98.2% | +64.8% |
| All | +301.7% | -66.1% | +367.8% | +419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling