+168.7%
MP vs PSKY
-39.6%
+208.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.4% | -2.1% |
| 7D | -12.9% | -24.6% | +11.6% | -6.7% |
| 30D | -20.7% | -36.1% | +15.4% | -11.1% |
| 3M | -40.4% | -37.1% | -3.3% | -30.9% |
| 6M | -35.5% | -40.5% | +5.0% | -24.7% |
| YTD | -20.5% | -47.7% | +27.2% | -5.9% |
| 1Y | -52.1% | -58.4% | +6.3% | -41.2% |
| All | +168.7% | -39.6% | +208.3% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling