+885.0%
MSFT vs PSA
+98.4%
+786.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.3% |
| 7D | -1.0% | -2.2% | +1.2% | -0.3% |
| 30D | -2.7% | -9.6% | +6.9% | +0.4% |
| 3M | +22.1% | -7.9% | +30.0% | +24.9% |
| 6M | +20.6% | -2.0% | +22.6% | +20.3% |
| YTD | +2.3% | +15.7% | -13.4% | -3.9% |
| 1Y | -0.5% | +5.8% | -6.3% | -3.9% |
| 3Y | +50.5% | +21.6% | +29.0% | +34.1% |
| 5Y | +72.3% | +13.1% | +59.2% | +56.2% |
| 10Y | +885.0% | +101.3% | +783.8% | +602.4% |
| All | +885.0% | +98.4% | +786.6% | +602.4% |
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 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