+133,470.8%
MSFT vs PSA
+14,185.8%
+119,285.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -2.7% | -3.7% | +1.0% | -1.6% |
| 30D | +2.7% | -7.7% | +10.4% | +5.2% |
| 3M | +17.0% | -0.6% | +17.6% | +16.8% |
| 6M | +23.8% | -0.9% | +24.7% | +23.3% |
| YTD | +4.0% | +18.7% | -14.7% | -2.2% |
| 1Y | -0.8% | +7.6% | -8.5% | -4.2% |
| 3Y | +55.6% | +23.7% | +31.9% | +41.4% |
| 5Y | +72.9% | +13.7% | +59.2% | +60.1% |
| 10Y | +875.8% | +98.9% | +777.0% | +648.9% |
| All | +133,470.8% | +14,185.8% | +119,285.1% | +40,643.0% |
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