+69.3%
MSI vs PSKY
-12.8%
+82.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -5.8% | +2.4% | -8.1% | -5.8% |
| 30D | -1.0% | +17.5% | -18.5% | -1.1% |
| 3M | +14.2% | +4.4% | +9.7% | +14.1% |
| 6M | +1.0% | -9.0% | +10.1% | +1.0% |
| YTD | +21.5% | -18.6% | +40.1% | +21.6% |
| 1Y | -2.1% | -27.7% | +25.6% | -1.9% |
| 3Y | +69.3% | -16.9% | +86.2% | +63.2% |
| All | +69.3% | -12.8% | +82.1% | +63.2% |
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 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