-3.8%
MTZ vs PSA
+26.5%
-30.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.3% |
| 7D | +5.0% | -1.4% | +6.4% | +4.6% |
| 30D | -6.0% | +15.2% | -21.2% | -3.5% |
| 3M | -36.1% | +2.2% | -38.3% | -35.6% |
| 6M | -56.9% | +11.7% | -68.5% | -57.3% |
| YTD | -15.9% | +32.0% | -47.9% | -18.7% |
| 1Y | -3.8% | +26.3% | -30.1% | -5.7% |
| All | -3.8% | +26.5% | -30.3% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling