+297.0%
MXL vs PSA
+28.0%
+269.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.8% | -13.9% | -9.7% |
| 7D | -24.3% | +10.5% | -34.9% | -20.5% |
| 30D | -46.1% | +21.7% | -67.8% | -41.4% |
| 3M | -21.8% | +6.1% | -27.9% | -18.6% |
| 6M | -27.2% | +18.3% | -45.6% | -26.2% |
| YTD | +226.2% | +36.1% | +190.1% | +207.1% |
| 1Y | +297.0% | +29.3% | +267.7% | +281.7% |
| All | +297.0% | +28.0% | +269.0% | +281.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling