+255.6%
MXL vs PSA
+497.0%
-241.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.1% |
| 7D | +15.5% | -0.4% | +15.9% | +15.6% |
| 30D | -11.3% | -8.2% | -3.1% | -7.7% |
| 3M | -16.1% | -2.1% | -14.0% | -17.1% |
| 6M | +323.0% | -0.2% | +323.2% | +312.9% |
| YTD | +281.5% | +18.5% | +263.0% | +240.4% |
| 1Y | +319.3% | +6.6% | +312.7% | +294.6% |
| 3Y | +189.4% | +24.5% | +164.9% | +144.4% |
| 5Y | +26.0% | +13.6% | +12.4% | +9.7% |
| 10Y | +243.5% | +102.0% | +141.5% | +106.9% |
| All | +255.6% | +497.0% | -241.4% | -3.6% |
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