+915.1%
MSFT vs PSA
+132.6%
+782.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | -1.4% | +0.2% | -0.8% |
| 30D | -1.8% | +15.2% | -17.0% | -6.2% |
| 3M | +5.6% | +2.2% | +3.4% | +4.8% |
| 6M | +29.8% | +11.7% | +18.1% | +24.6% |
| YTD | +9.0% | +32.0% | -23.0% | -1.9% |
| 1Y | +4.9% | +26.3% | -21.3% | -4.2% |
| 3Y | +46.2% | +52.4% | -6.1% | +19.8% |
| 5Y | +62.1% | +26.3% | +35.8% | +42.0% |
| All | +915.1% | +132.6% | +782.5% | +587.2% |
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