+139,199.1%
MSFT vs PSA
+15,943.7%
+123,255.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -6.2% | -2.1% | -4.2% | -5.7% |
| 30D | -3.7% | +16.2% | -19.9% | -8.0% |
| 3M | +3.6% | +4.3% | -0.7% | +2.2% |
| 6M | +26.8% | +9.9% | +16.9% | +22.6% |
| YTD | +8.4% | +33.3% | -24.8% | -1.6% |
| 1Y | +3.3% | +25.8% | -22.5% | -4.7% |
| 3Y | +44.3% | +54.8% | -10.5% | +22.5% |
| 5Y | +63.3% | +27.5% | +35.8% | +46.2% |
| 10Y | +894.4% | +134.5% | +759.9% | +627.3% |
| All | +139,199.1% | +15,943.7% | +123,255.4% | +40,907.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling