+58.1%
MP vs PSKY
-70.3%
+128.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +13.8% | +24.0% | -10.2% | +7.7% |
| 3M | -16.7% | +2.2% | -18.9% | -17.3% |
| 6M | -11.5% | -9.0% | -2.5% | -10.1% |
| YTD | +7.9% | -18.1% | +26.1% | +11.6% |
| 1Y | -15.0% | -25.1% | +10.1% | -11.6% |
| 3Y | +153.5% | -16.3% | +169.8% | +135.2% |
| All | +58.1% | -70.3% | +128.5% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling