+398.0%
MTZ vs PSA
+132.6%
+265.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | +5.0% | -1.4% | +6.4% | +5.4% |
| 30D | -6.0% | +15.2% | -21.2% | -10.1% |
| 3M | -36.1% | +2.2% | -38.3% | -36.8% |
| 6M | -56.9% | +11.7% | -68.5% | -58.9% |
| YTD | -15.9% | +32.0% | -47.9% | -24.5% |
| 1Y | -3.8% | +26.3% | -30.1% | -12.4% |
| 3Y | +272.3% | +52.4% | +219.9% | +210.9% |
| 5Y | +91.1% | +26.3% | +64.8% | +67.3% |
| All | +398.0% | +132.6% | +265.4% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling