+2,968.0%
MPC vs PSA
+443.1%
+2,524.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -16.2% | +3.9% | -20.1% | -17.6% |
| 30D | -15.7% | +19.7% | -35.4% | -21.9% |
| 3M | +24.9% | +4.3% | +20.6% | +22.2% |
| 6M | +52.7% | +11.4% | +41.3% | +44.5% |
| YTD | +131.9% | +33.9% | +97.9% | +100.8% |
| 1Y | +96.6% | +28.3% | +68.4% | +73.4% |
| 3Y | +163.8% | +53.5% | +110.3% | +107.7% |
| 5Y | +533.1% | +30.6% | +502.5% | +421.5% |
| 10Y | +1,118.6% | +145.8% | +972.9% | +561.8% |
| All | +2,968.0% | +443.1% | +2,524.9% | +654.3% |
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