+2,417.1%
MSCI vs PSA
+684.9%
+1,732.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +0.4% | -3.7% | +4.1% | +2.0% |
| 30D | +0.6% | -7.7% | +8.3% | +4.1% |
| 3M | -7.1% | -0.6% | -6.5% | -7.0% |
| 6M | +0.8% | -0.9% | +1.7% | +0.6% |
| YTD | +1.0% | +18.7% | -17.7% | -7.4% |
| 1Y | +4.3% | +7.6% | -3.3% | -0.4% |
| 3Y | +9.9% | +23.7% | -13.7% | -3.1% |
| 5Y | -6.8% | +13.7% | -20.4% | -15.1% |
| 10Y | +614.7% | +98.9% | +515.8% | +390.6% |
| All | +2,417.1% | +684.9% | +1,732.2% | +760.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling