+54.5%
MSI vs PSKY
-39.6%
+94.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +1.3% |
| 7D | +4.3% | -24.6% | +28.8% | +3.6% |
| 30D | -2.1% | -36.1% | +34.1% | -3.2% |
| 3M | +18.8% | -36.0% | +54.8% | +17.5% |
| 6M | +4.8% | -40.5% | +45.3% | +3.6% |
| YTD | +21.8% | -47.7% | +69.5% | +20.5% |
| 1Y | +7.2% | -58.4% | +65.5% | +5.9% |
| All | +54.5% | -39.6% | +94.1% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling