+117.2%
MPC vs PSA
+28.0%
+89.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.8% | -10.9% | -7.6% |
| 7D | -10.9% | +10.5% | -21.5% | -9.5% |
| 30D | -9.4% | +21.7% | -31.1% | -7.1% |
| 3M | +26.0% | +6.1% | +19.9% | +27.3% |
| 6M | +56.5% | +18.3% | +38.2% | +59.3% |
| YTD | +144.3% | +36.1% | +108.2% | +139.9% |
| 1Y | +117.2% | +29.3% | +87.9% | +116.4% |
| All | +117.2% | +28.0% | +89.2% | +116.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling