+72,065.9%
MU vs PSA
+16,026.4%
+56,039.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.5% |
| 7D | -22.0% | +3.9% | -25.9% | -23.3% |
| 30D | -36.6% | +19.7% | -56.2% | -41.3% |
| 3M | -21.7% | +4.3% | -26.0% | -23.6% |
| 6M | +3.5% | +11.4% | -7.8% | -2.8% |
| YTD | +141.9% | +33.9% | +108.0% | +109.7% |
| 1Y | +189.8% | +28.3% | +161.6% | +154.8% |
| 3Y | +855.4% | +53.5% | +801.9% | +664.5% |
| 5Y | +869.2% | +30.6% | +838.5% | +715.3% |
| 10Y | +4,142.8% | +145.8% | +3,997.1% | +2,493.5% |
| All | +72,065.9% | +16,026.4% | +56,039.5% | +15,553.6% |
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