+565.6%
MSI vs PSKY
-85.2%
+650.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +1.9% |
| 7D | +4.3% | -24.6% | +28.8% | +6.3% |
| 30D | -2.1% | -36.1% | +34.1% | +1.2% |
| 3M | +18.8% | -36.0% | +54.8% | +21.9% |
| 6M | +4.8% | -40.5% | +45.3% | +8.2% |
| YTD | +21.8% | -47.7% | +69.5% | +26.7% |
| 1Y | +7.2% | -58.4% | +65.5% | +13.7% |
| 3Y | +63.0% | -40.7% | +103.7% | +59.6% |
| 5Y | +104.8% | -80.0% | +184.8% | +127.4% |
| All | +565.6% | -85.2% | +650.8% | +525.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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