+76.3%
MSFU vs PSA
+4.3%
+72.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | -5.7% | -3.7% | -2.0% | -4.8% |
| 30D | +4.2% | -7.7% | +11.9% | +6.1% |
| 3M | +27.9% | -0.6% | +28.5% | +27.5% |
| 6M | +37.1% | -0.9% | +38.0% | +36.0% |
| YTD | -7.4% | +18.7% | -26.0% | -14.0% |
| 1Y | -19.6% | +7.6% | -27.2% | -22.9% |
| 3Y | +33.2% | +23.7% | +9.5% | +14.7% |
| All | +76.3% | +4.3% | +72.1% | +89.6% |
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