+206.1%
MXL vs PSA
+21.5%
+184.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +16.6% | -3.6% | +20.3% | +17.5% |
| 30D | +0.5% | -9.4% | +9.8% | +2.7% |
| 3M | -3.6% | -8.2% | +4.6% | -2.9% |
| 6M | +328.0% | -1.8% | +329.9% | +316.0% |
| YTD | +297.8% | +15.7% | +282.1% | +259.4% |
| 1Y | +339.4% | +6.3% | +333.1% | +311.9% |
| All | +206.1% | +21.5% | +184.6% | +141.3% |
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