+5,285.6%
MS vs PSA
+12,507.6%
-7,221.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.3% | -5.6% |
| 7D | -3.4% | +7.4% | -10.8% | -7.5% |
| 30D | -3.9% | +19.1% | -23.0% | -13.7% |
| 3M | -15.9% | +5.1% | -21.0% | -18.6% |
| 6M | -2.5% | +16.2% | -18.7% | -12.0% |
| YTD | +5.1% | +35.2% | -30.1% | -14.1% |
| 1Y | +13.0% | +27.1% | -14.2% | -4.4% |
| 3Y | +160.7% | +51.7% | +109.0% | +91.3% |
| 5Y | +114.0% | +31.8% | +82.2% | +65.5% |
| 10Y | +637.5% | +148.0% | +489.5% | +250.7% |
| All | +5,285.6% | +12,507.6% | -7,221.9% | +463.4% |
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