+578.8%
MS vs PSA
+140.2%
+438.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +0.7% | +1.5% | -0.7% | +0.3% |
| 30D | -0.9% | +16.7% | -17.6% | -6.1% |
| 3M | -13.0% | +4.0% | -17.0% | -14.3% |
| 6M | -2.0% | +10.9% | -12.8% | -5.9% |
| YTD | +7.8% | +34.2% | -26.4% | -3.8% |
| 1Y | +17.9% | +26.6% | -8.8% | +7.3% |
| 3Y | +174.8% | +54.7% | +120.1% | +127.6% |
| 5Y | +119.9% | +30.0% | +89.8% | +91.3% |
| 10Y | +578.8% | +132.7% | +446.2% | +375.4% |
| All | +578.8% | +140.2% | +438.6% | +375.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling