+16.2%
PSA vs MAS
+22.7%
-6.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +13.1% |
| 3M | +5.1% | +8.9% | -3.8% | +2.2% |
| 6M | +16.2% | +20.2% | -4.0% | +6.7% |
| All | +16.2% | +22.7% | -6.5% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling