+29.4%
PSA vs MAS
+34.6%
-5.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | +0.4% |
| 7D | +7.4% | +4.6% | +2.8% | +5.9% |
| 30D | +19.1% | +19.9% | -0.8% | +12.6% |
| 3M | +5.1% | +8.9% | -3.8% | +2.1% |
| 6M | +16.2% | +20.2% | -4.0% | +8.3% |
| YTD | +35.2% | +33.9% | +1.3% | +17.1% |
| All | +29.4% | +34.6% | -5.1% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling