+3.2%
MSFT vs PSA
+25.5%
-22.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.3% |
| 7D | -2.4% | -2.1% | -0.3% | -2.7% |
| 30D | -3.8% | +15.6% | -19.3% | -1.6% |
| 3M | +6.4% | +4.1% | +2.3% | +6.7% |
| 6M | +28.8% | +9.2% | +19.6% | +30.5% |
| YTD | +8.8% | +32.3% | -23.5% | +11.8% |
| 1Y | +3.2% | +26.2% | -23.0% | +4.9% |
| All | +3.2% | +25.5% | -22.3% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling