+30.9%
MSFU vs PSA
+50.8%
-19.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +2.5% | +3.9% | -1.4% | +2.4% |
| 30D | -1.3% | +19.7% | -21.0% | -1.7% |
| 3M | +8.6% | +4.3% | +4.4% | +8.5% |
| 6M | +48.4% | +11.4% | +37.0% | +47.7% |
| YTD | +1.6% | +33.9% | -32.4% | -1.9% |
| 1Y | -5.8% | +28.3% | -34.0% | -8.4% |
| 3Y | +30.9% | +53.5% | -22.5% | +27.3% |
| All | +30.9% | +50.8% | -19.8% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling