-8.1%
MSFU vs PSA
+27.0%
-35.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.5% |
| 7D | +4.0% | +0.8% | +3.3% | +4.2% |
| 30D | -2.3% | +15.9% | -18.2% | +2.2% |
| 3M | +7.1% | +4.2% | +2.9% | +7.6% |
| 6M | +48.9% | +10.1% | +38.8% | +53.4% |
| YTD | +2.4% | +33.3% | -30.9% | +8.0% |
| 1Y | -8.1% | +28.2% | -36.3% | -4.1% |
| All | -8.1% | +27.0% | -35.1% | -4.1% |
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