+855.4%
MU vs PSA
+50.8%
+804.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.1% |
| 7D | -22.0% | +3.9% | -25.9% | -22.0% |
| 30D | -36.6% | +19.7% | -56.2% | -36.9% |
| 3M | -21.7% | +4.3% | -26.0% | -21.5% |
| 6M | +3.5% | +11.4% | -7.8% | +2.2% |
| YTD | +141.9% | +33.9% | +108.0% | +128.0% |
| 1Y | +189.8% | +28.3% | +161.6% | +175.3% |
| 3Y | +855.4% | +53.5% | +801.9% | +754.9% |
| All | +855.4% | +50.8% | +804.6% | +754.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling