+612.8%
MS vs PSKY
-42.2%
+655.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -0.3% | +24.0% | -24.2% | -9.7% |
| 3M | +0.3% | +2.2% | -1.9% | -1.6% |
| 6M | +31.3% | -9.0% | +40.3% | +33.8% |
| YTD | +24.7% | -18.1% | +42.8% | +29.7% |
| 1Y | +47.9% | -25.1% | +73.0% | +54.9% |
| 3Y | +178.3% | -16.3% | +194.7% | +128.0% |
| 5Y | +144.9% | -70.4% | +215.3% | +201.6% |
| 10Y | +804.5% | -74.2% | +878.7% | +759.5% |
| All | +612.8% | -42.2% | +655.1% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling