+132.7%
PSA vs MAS
+230.1%
-97.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -1.2% |
| 7D | +1.5% | +3.3% | -1.8% | +0.4% |
| 30D | +16.7% | +25.5% | -8.8% | +8.5% |
| 3M | +4.0% | +11.8% | -7.7% | +0.2% |
| 6M | +10.9% | +21.3% | -10.5% | +3.4% |
| YTD | +34.2% | +37.7% | -3.5% | +19.5% |
| 1Y | +26.6% | +41.0% | -14.4% | +11.9% |
| 3Y | +54.7% | +63.0% | -8.3% | +29.3% |
| 5Y | +30.0% | +44.1% | -14.1% | +10.2% |
| 10Y | +132.7% | +224.3% | -91.6% | +61.4% |
| All | +132.7% | +230.1% | -97.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling