+102.8%
MSI vs PSKY
-71.2%
+173.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -1.8% | -6.0% | +4.2% | -1.5% |
| 30D | -0.6% | +10.7% | -11.3% | -1.0% |
| 3M | +13.0% | +1.2% | +11.9% | +12.9% |
| 6M | +0.5% | +1.5% | -1.0% | +0.3% |
| YTD | +21.7% | -21.8% | +43.5% | +22.5% |
| 1Y | -2.6% | -30.2% | +27.6% | -1.7% |
| 3Y | +69.7% | -20.1% | +89.7% | +66.9% |
| 5Y | +102.8% | -70.5% | +173.3% | +120.5% |
| All | +102.8% | -71.2% | +173.9% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling