+123.2%
MPC vs PSA
+6.5%
+116.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +3.9% | -0.4% | +4.3% | +3.8% |
| 30D | +33.8% | -8.2% | +41.9% | +32.7% |
| 3M | +49.9% | -2.1% | +52.0% | +49.3% |
| 6M | +80.9% | -0.2% | +81.1% | +83.4% |
| YTD | +147.4% | +18.5% | +128.9% | +141.1% |
| 1Y | +123.2% | +6.6% | +116.6% | +116.8% |
| All | +123.2% | +6.5% | +116.7% | +116.8% |
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