+87.3%
MSFU vs PSA
+16.3%
+71.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -4.9% | -2.1% | -2.8% | -4.4% |
| 30D | -9.1% | +15.6% | -24.7% | -12.1% |
| 3M | +8.7% | +4.1% | +4.6% | +7.7% |
| 6M | +48.3% | +9.2% | +39.1% | +44.4% |
| YTD | -1.6% | +32.3% | -33.9% | -10.9% |
| 1Y | -13.6% | +26.2% | -39.7% | -20.5% |
| 3Y | +20.2% | +53.7% | -33.5% | -6.0% |
| All | +87.3% | +16.3% | +71.0% | +96.3% |
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