+5,256.1%
MS vs PSA
+12,395.0%
-7,138.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | -1.6% | +3.9% | -5.5% | -3.7% |
| 30D | -3.8% | +19.7% | -23.4% | -13.8% |
| 3M | -14.6% | +4.3% | -18.9% | -17.0% |
| 6M | -5.1% | +11.4% | -16.4% | -12.1% |
| YTD | +4.5% | +33.9% | -29.4% | -14.1% |
| 1Y | +13.5% | +28.3% | -14.7% | -4.4% |
| 3Y | +160.4% | +53.5% | +106.9% | +89.8% |
| 5Y | +112.9% | +30.6% | +82.2% | +65.4% |
| 10Y | +633.4% | +145.8% | +487.7% | +250.6% |
| All | +5,256.1% | +12,395.0% | -7,138.9% | +463.3% |
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