+32.7%
PSA vs MAS
+46.7%
-14.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +0.8% |
| 7D | +10.5% | +14.2% | -3.6% | +5.5% |
| 30D | +21.7% | +26.8% | -5.1% | +12.0% |
| 3M | +6.1% | +13.1% | -7.1% | +1.4% |
| 6M | +18.3% | +27.9% | -9.6% | +7.5% |
| YTD | +36.1% | +38.7% | -2.6% | +19.1% |
| 1Y | +29.3% | +40.4% | -11.1% | +12.7% |
| 3Y | +52.7% | +66.1% | -13.4% | +23.4% |
| All | +32.7% | +46.7% | -14.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling