+54.7%
PSA vs MLM
+18.8%
+35.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.5% |
| 7D | +1.5% | -3.8% | +5.3% | +2.6% |
| 30D | +16.7% | +11.0% | +5.7% | +13.0% |
| 3M | +4.0% | -3.1% | +7.1% | +4.8% |
| 6M | +10.9% | -9.8% | +20.6% | +13.7% |
| YTD | +34.2% | -14.4% | +48.6% | +39.1% |
| 1Y | +26.6% | -12.6% | +39.2% | +30.5% |
| 3Y | +54.7% | +19.7% | +35.0% | +35.0% |
| All | +54.7% | +18.8% | +35.9% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling