+642.2%
MPC vs PSA
+13.6%
+628.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +5.4% | -3.7% | +9.1% | +6.2% |
| 30D | +31.0% | -7.7% | +38.7% | +32.9% |
| 3M | +46.0% | -0.6% | +46.6% | +45.7% |
| 6M | +77.3% | -0.9% | +78.2% | +76.6% |
| YTD | +141.9% | +18.7% | +123.2% | +130.1% |
| 1Y | +120.9% | +7.6% | +113.3% | +114.9% |
| 3Y | +182.7% | +23.7% | +159.0% | +161.2% |
| All | +642.2% | +13.6% | +628.7% | +596.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling