+567.5%
MSI vs PSKY
-63.1%
+630.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +2.5% |
| 7D | +4.3% | -24.6% | +28.8% | +9.9% |
| 30D | -2.1% | -36.1% | +34.1% | +7.0% |
| 3M | +18.8% | -36.0% | +54.8% | +27.1% |
| 6M | +4.8% | -40.5% | +45.3% | +13.8% |
| YTD | +21.8% | -47.7% | +69.5% | +34.4% |
| 1Y | +7.2% | -58.4% | +65.5% | +23.8% |
| 3Y | +63.0% | -40.7% | +103.7% | +55.3% |
| 5Y | +104.8% | -80.0% | +184.8% | +145.3% |
| 10Y | +629.1% | -84.4% | +713.5% | +688.2% |
| All | +567.5% | -63.1% | +630.6% | +281.8% |
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