+551.2%
MS vs PSKY
-84.8%
+635.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | +0.2% |
| 7D | -5.0% | -24.6% | +19.6% | +0.1% |
| 30D | -12.6% | -36.1% | +23.5% | -4.7% |
| 3M | -6.0% | -37.1% | +31.1% | +0.9% |
| 6M | -2.6% | -40.5% | +38.0% | +5.7% |
| YTD | +3.4% | -47.7% | +51.1% | +13.9% |
| 1Y | +15.4% | -58.4% | +73.8% | +33.1% |
| 3Y | +151.4% | -40.7% | +192.1% | +142.7% |
| 5Y | +107.3% | -80.0% | +187.3% | +160.3% |
| All | +551.2% | -84.8% | +635.9% | +528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling