+72.2%
MSFU vs PSA
+4.1%
+68.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -3.2% | -0.4% | -2.7% | -3.0% |
| 30D | -3.1% | -8.2% | +5.0% | -1.2% |
| 3M | +35.3% | -2.1% | +37.4% | +35.4% |
| 6M | +31.6% | -0.2% | +31.8% | +30.2% |
| YTD | -9.5% | +18.5% | -28.0% | -15.9% |
| 1Y | -18.4% | +6.6% | -25.0% | -21.4% |
| 3Y | +26.9% | +24.5% | +2.5% | +8.8% |
| All | +72.2% | +4.1% | +68.1% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling