+3,101.0%
MPC vs PSA
+381.1%
+2,719.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +5.4% | -3.7% | +9.1% | +7.0% |
| 30D | +31.0% | -7.7% | +38.7% | +35.2% |
| 3M | +46.0% | -0.6% | +46.6% | +45.6% |
| 6M | +77.3% | -0.9% | +78.2% | +75.5% |
| YTD | +141.9% | +18.7% | +123.2% | +120.9% |
| 1Y | +120.9% | +7.6% | +113.3% | +109.9% |
| 3Y | +182.7% | +23.7% | +159.0% | +145.0% |
| 5Y | +646.4% | +13.7% | +632.8% | +551.9% |
| 10Y | +1,138.7% | +98.9% | +1,039.9% | +651.3% |
| All | +3,101.0% | +381.1% | +2,719.9% | +729.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling