+125.9%
MS vs PSA
+27.5%
+98.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.7% | -2.1% | +0.3% | -1.1% |
| 30D | +0.9% | +16.2% | -15.3% | -3.8% |
| 3M | -10.8% | +4.3% | -15.2% | -12.1% |
| 6M | +0.9% | +9.9% | -9.0% | -2.6% |
| YTD | +9.8% | +33.3% | -23.5% | -1.3% |
| 1Y | +17.1% | +25.8% | -8.8% | +7.3% |
| 3Y | +175.7% | +54.8% | +120.9% | +126.8% |
| 5Y | +125.9% | +27.5% | +98.3% | +96.5% |
| All | +125.9% | +27.5% | +98.4% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling