+572.8%
MSI vs PSKY
-42.2%
+615.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +6.8% | +24.0% | -17.1% | +1.5% |
| 3M | +14.3% | +2.2% | +12.1% | +13.3% |
| 6M | -1.6% | -9.0% | +7.4% | -0.6% |
| YTD | +22.8% | -18.1% | +40.9% | +25.9% |
| 1Y | -1.1% | -25.1% | +24.0% | +1.9% |
| 3Y | +70.5% | -16.3% | +86.8% | +55.0% |
| 5Y | +102.8% | -70.4% | +173.2% | +129.6% |
| 10Y | +597.4% | -74.2% | +671.6% | +583.2% |
| All | +572.8% | -42.2% | +615.1% | +257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling