+100.5%
PSA vs MLM
+213.9%
-113.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | -8.4% | -6.1% | -2.3% | -7.0% |
| 3M | -7.8% | -9.7% | +1.8% | -5.7% |
| 6M | +0.8% | -14.4% | +15.2% | +4.5% |
| YTD | +16.5% | -17.7% | +34.2% | +21.7% |
| 1Y | +4.7% | -18.7% | +23.5% | +9.6% |
| 3Y | +21.1% | +18.1% | +2.9% | +14.4% |
| 5Y | +14.2% | +42.3% | -28.1% | +2.1% |
| All | +100.5% | +213.9% | -113.4% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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