+779.7%
MSCI vs PSA
+140.2%
+639.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.5% | +1.5% | 0.0% | +0.9% |
| 30D | +14.4% | +16.7% | -2.3% | +7.3% |
| 3M | +15.2% | +4.0% | +11.2% | +13.2% |
| 6M | +11.2% | +10.9% | +0.4% | +6.3% |
| YTD | +13.9% | +34.2% | -20.3% | -0.6% |
| 1Y | +12.5% | +26.6% | -14.1% | +0.6% |
| 3Y | +32.3% | +54.7% | -22.4% | +5.3% |
| 5Y | +4.9% | +30.0% | -25.2% | -9.6% |
| 10Y | +779.7% | +132.7% | +647.1% | +508.7% |
| All | +779.7% | +140.2% | +639.5% | +508.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling