+14,023.4%
PSA vs MAS
+1,430.5%
+12,593.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.7% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | -7.7% | -5.6% | -2.2% | -6.3% |
| 3M | -0.6% | +4.4% | -5.0% | -2.3% |
| 6M | -0.9% | +7.2% | -8.1% | -3.7% |
| YTD | +18.7% | +16.1% | +2.5% | +12.5% |
| 1Y | +7.6% | +0.1% | +7.5% | +6.3% |
| 3Y | +23.7% | +28.3% | -4.6% | +12.6% |
| 5Y | +13.7% | +30.5% | -16.8% | +1.2% |
| 10Y | +98.9% | +139.1% | -40.3% | +43.8% |
| All | +14,023.4% | +1,430.5% | +12,593.0% | +6,059.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling