+145.1%
MS vs PSKY
-70.3%
+215.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -0.3% | +24.0% | -24.2% | -3.3% |
| 3M | +0.3% | +2.2% | -1.9% | -0.2% |
| 6M | +31.3% | -9.0% | +40.3% | +32.4% |
| YTD | +24.7% | -18.1% | +42.8% | +26.9% |
| 1Y | +47.9% | -25.1% | +73.0% | +51.3% |
| 3Y | +178.3% | -16.3% | +194.7% | +165.6% |
| All | +145.1% | -70.3% | +215.4% | +209.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling