+71.4%
MSFT vs PSA
+15.2%
+56.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -1.0% | -8.2% | +7.1% | +0.9% |
| 3M | +20.2% | -2.1% | +22.3% | +20.4% |
| 6M | +21.3% | -0.2% | +21.5% | +20.5% |
| YTD | +2.8% | +18.5% | -15.7% | -2.9% |
| 1Y | 0.0% | +6.6% | -6.6% | -2.8% |
| 3Y | +51.2% | +24.5% | +26.8% | +34.9% |
| 5Y | +71.4% | +13.6% | +57.9% | +61.4% |
| All | +71.4% | +15.2% | +56.2% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling