+171.3%
MS vs PSA
+52.6%
+118.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | -0.7% | +15.9% | -16.6% | -4.3% |
| 3M | -12.4% | +4.2% | -16.6% | -13.3% |
| 6M | -1.7% | +10.1% | -11.9% | -4.6% |
| YTD | +8.0% | +33.3% | -25.3% | -1.2% |
| 1Y | +16.2% | +28.2% | -12.0% | +7.5% |
| 3Y | +171.3% | +54.9% | +116.4% | +109.0% |
| All | +171.3% | +52.6% | +118.7% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling