+605.8%
MSCI vs PSA
+100.1%
+505.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.6% | -3.7% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | -1.7% | -8.2% | +6.4% | +1.8% |
| 3M | -8.2% | -2.1% | -6.1% | -7.5% |
| 6M | -2.4% | -0.2% | -2.2% | -2.9% |
| YTD | -2.8% | +18.5% | -21.3% | -10.7% |
| 1Y | -2.7% | +6.6% | -9.2% | -6.5% |
| 3Y | +7.3% | +24.5% | -17.1% | -5.9% |
| 5Y | -11.4% | +13.6% | -25.0% | -19.3% |
| 10Y | +605.8% | +102.0% | +503.9% | +408.9% |
| All | +605.8% | +100.1% | +505.8% | +408.9% |
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