+2,274.1%
MTZ vs PSA
+16,026.4%
-13,752.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.4% | +9.9% |
| 7D | -6.4% | +3.9% | -10.3% | -8.0% |
| 30D | -22.1% | +19.7% | -41.7% | -27.6% |
| 3M | -32.7% | +4.3% | -36.9% | -34.1% |
| 6M | -59.8% | +11.4% | -71.2% | -62.1% |
| YTD | -19.9% | +33.9% | -53.9% | -30.0% |
| 1Y | -11.5% | +28.3% | -39.7% | -21.4% |
| 3Y | +258.1% | +53.5% | +204.6% | +190.8% |
| 5Y | +85.5% | +30.6% | +54.9% | +57.9% |
| 10Y | +492.2% | +145.8% | +346.4% | +275.6% |
| All | +2,274.1% | +16,026.4% | -13,752.3% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling