+40.4%
MXL vs PSA
+13.7%
+26.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.3% |
| 7D | +18.9% | -1.8% | +20.7% | +19.6% |
| 30D | +0.3% | -8.4% | +8.7% | +3.4% |
| 3M | -8.0% | -7.8% | -0.2% | -6.8% |
| 6M | +341.2% | +0.8% | +340.4% | +326.6% |
| YTD | +327.8% | +16.5% | +311.3% | +285.4% |
| 1Y | +364.9% | +4.7% | +360.2% | +340.4% |
| 3Y | +229.2% | +21.1% | +208.2% | +178.1% |
| All | +40.4% | +13.7% | +26.7% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling