+95.0%
MTZ vs PSA
+26.3%
+68.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | -36.1% | +2.2% | -38.3% | -36.6% |
| 6M | -56.9% | +11.7% | -68.5% | -58.8% |
| YTD | -15.9% | +32.0% | -47.9% | -24.4% |
| 1Y | -3.8% | +26.3% | -30.1% | -12.3% |
| 3Y | +272.3% | +52.4% | +219.9% | +206.0% |
| All | +95.0% | +26.3% | +68.7% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling