+1,106.2%
MPC vs PSA
+140.2%
+966.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | -9.4% | +1.5% | -10.9% | -9.9% |
| 30D | -14.3% | +16.7% | -31.0% | -18.5% |
| 3M | +31.1% | +4.0% | +27.1% | +29.1% |
| 6M | +60.3% | +10.9% | +49.4% | +54.1% |
| YTD | +142.5% | +34.2% | +108.3% | +116.9% |
| 1Y | +104.6% | +26.6% | +77.9% | +86.7% |
| 3Y | +191.7% | +54.7% | +137.0% | +141.6% |
| 5Y | +549.2% | +30.0% | +519.2% | +461.2% |
| 10Y | +1,106.2% | +132.7% | +973.6% | +688.1% |
| All | +1,106.2% | +140.2% | +966.0% | +688.1% |
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