+6,288.2%
MS vs PSA
+10,968.9%
-4,680.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +1.4% | -3.7% | +5.0% | +3.7% |
| 30D | -0.3% | -7.7% | +7.5% | +4.6% |
| 3M | +0.3% | -0.6% | +0.9% | -0.2% |
| 6M | +31.3% | -0.9% | +32.3% | +30.3% |
| YTD | +24.7% | +18.7% | +6.0% | +10.4% |
| 1Y | +47.9% | +7.6% | +40.3% | +38.3% |
| 3Y | +178.3% | +23.7% | +154.7% | +131.8% |
| 5Y | +144.9% | +13.7% | +131.2% | +106.7% |
| 10Y | +804.5% | +98.9% | +705.7% | +392.6% |
| All | +6,288.2% | +10,968.9% | -4,680.6% | +624.5% |
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 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