+1,135.3%
MPC vs PSA
+133.3%
+1,002.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +2.6% | -2.1% | +4.6% | +3.2% |
| 30D | -12.2% | +16.2% | -28.4% | -16.4% |
| 3M | +20.1% | +4.3% | +15.7% | +18.2% |
| 6M | +60.6% | +9.9% | +50.7% | +54.8% |
| YTD | +150.6% | +33.3% | +117.3% | +124.6% |
| 1Y | +104.7% | +25.8% | +78.8% | +87.1% |
| 3Y | +194.5% | +54.8% | +139.7% | +143.7% |
| 5Y | +582.3% | +27.5% | +554.8% | +494.1% |
| 10Y | +1,135.3% | +134.5% | +1,000.7% | +706.6% |
| All | +1,135.3% | +133.3% | +1,002.0% | +706.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling