+492.6%
MTZ vs PSA
+140.2%
+352.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.5% |
| 7D | -2.4% | +1.5% | -3.9% | -3.0% |
| 30D | -11.1% | +16.7% | -27.8% | -15.3% |
| 3M | -30.6% | +4.0% | -34.6% | -31.7% |
| 6M | -54.4% | +10.9% | -65.2% | -56.4% |
| YTD | -13.0% | +34.2% | -47.2% | -22.3% |
| 1Y | -5.7% | +26.6% | -32.3% | -14.1% |
| 3Y | +297.2% | +54.7% | +242.4% | +230.3% |
| 5Y | +95.9% | +30.0% | +65.9% | +70.0% |
| 10Y | +492.6% | +132.7% | +360.0% | +318.9% |
| All | +492.6% | +140.2% | +352.4% | +318.9% |
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