+112.4%
MS vs PSA
+30.3%
+82.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -1.6% | +3.9% | -5.5% | -2.7% |
| 30D | -3.8% | +19.7% | -23.4% | -9.2% |
| 3M | -14.6% | +4.3% | -18.9% | -15.8% |
| 6M | -5.1% | +11.4% | -16.4% | -8.8% |
| YTD | +4.5% | +33.9% | -29.4% | -6.2% |
| 1Y | +13.5% | +28.3% | -14.7% | +3.4% |
| 3Y | +160.4% | +53.5% | +106.9% | +115.1% |
| All | +112.4% | +30.3% | +82.1% | +82.0% |
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 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