+52.7%
MPC vs PSA
+13.4%
+39.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.5% |
| 7D | -16.2% | +3.9% | -20.1% | -15.1% |
| 30D | -15.7% | +19.7% | -35.4% | -12.1% |
| 3M | +24.9% | +4.3% | +20.6% | +26.1% |
| 6M | +52.7% | +11.4% | +41.3% | +57.5% |
| All | +52.7% | +13.4% | +39.2% | +57.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling