+913.4%
MSFT vs PSA
+133.1%
+780.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.4% | -2.1% | -0.3% | -1.8% |
| 30D | -3.8% | +15.6% | -19.3% | -8.1% |
| 3M | +6.4% | +4.1% | +2.3% | +5.0% |
| 6M | +28.8% | +9.2% | +19.6% | +24.5% |
| YTD | +8.8% | +32.3% | -23.5% | -2.2% |
| 1Y | +3.2% | +26.2% | -23.0% | -5.8% |
| 3Y | +44.8% | +53.7% | -8.9% | +18.2% |
| 5Y | +61.8% | +26.6% | +35.3% | +41.6% |
| All | +913.4% | +133.1% | +780.3% | +585.5% |
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