+198.5%
MPC vs PSA
+54.7%
+143.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +9.4% | -2.1% | +11.5% | +9.6% |
| 30D | -13.4% | +15.6% | -29.0% | -14.9% |
| 3M | +18.9% | +4.1% | +14.8% | +18.3% |
| 6M | +64.9% | +9.2% | +55.7% | +62.7% |
| YTD | +156.8% | +32.3% | +124.5% | +142.2% |
| 1Y | +113.2% | +26.2% | +87.0% | +103.2% |
| All | +198.5% | +54.7% | +143.8% | +151.8% |
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 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