+163.8%
MPC vs PSA
+50.8%
+113.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -16.2% | +3.9% | -20.1% | -16.5% |
| 30D | -15.7% | +19.7% | -35.4% | -17.5% |
| 3M | +24.9% | +4.3% | +20.6% | +24.3% |
| 6M | +52.7% | +11.4% | +41.3% | +50.3% |
| YTD | +131.9% | +33.9% | +97.9% | +118.5% |
| 1Y | +96.6% | +28.3% | +68.4% | +87.1% |
| 3Y | +163.8% | +53.5% | +110.3% | +126.1% |
| All | +163.8% | +50.8% | +113.0% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling