+74.8%
MTZ vs PSA
+30.3%
+44.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.4% | +9.8% |
| 7D | -6.4% | +3.9% | -10.3% | -7.5% |
| 30D | -22.1% | +19.7% | -41.7% | -25.8% |
| 3M | -32.7% | +4.3% | -36.9% | -33.6% |
| 6M | -59.8% | +11.4% | -71.2% | -61.5% |
| YTD | -19.9% | +33.9% | -53.9% | -28.3% |
| 1Y | -11.5% | +28.3% | -39.7% | -19.6% |
| 3Y | +258.1% | +53.5% | +204.6% | +194.4% |
| All | +74.8% | +30.3% | +44.5% | +43.4% |
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