+491.2%
MS vs PSKY
-63.1%
+554.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | +1.2% |
| 7D | -5.0% | -24.6% | +19.6% | +5.1% |
| 30D | -12.6% | -36.1% | +23.5% | +3.5% |
| 3M | +11.1% | -53.4% | +64.5% | +31.9% |
| 6M | +11.1% | -53.4% | +64.5% | +31.9% |
| YTD | +11.1% | -53.4% | +64.5% | +31.9% |
| 1Y | +15.4% | -58.4% | +73.8% | +44.4% |
| 3Y | +151.4% | -40.7% | +192.1% | +115.7% |
| 5Y | +107.3% | -80.0% | +187.3% | +172.8% |
| 10Y | +646.0% | -84.4% | +730.4% | +717.7% |
| All | +491.2% | -63.1% | +554.3% | +162.9% |
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