+28.3%
PSA vs MLM
+29.9%
-1.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +0.8% | -2.9% | +3.6% | +1.7% |
| 30D | +15.9% | +10.4% | +5.5% | +11.9% |
| 3M | +4.2% | -3.7% | +7.9% | +5.3% |
| 6M | +10.1% | -10.3% | +20.4% | +13.6% |
| YTD | +33.3% | -14.8% | +48.1% | +39.4% |
| 1Y | +28.2% | -13.9% | +42.1% | +33.5% |
| 3Y | +54.9% | +18.4% | +36.5% | +40.4% |
| 5Y | +28.3% | +31.8% | -3.5% | +6.7% |
| All | +28.3% | +29.9% | -1.6% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling