+31.6%
PSA vs MLM
+25.8%
+5.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +1.1% |
| 7D | +7.4% | -1.2% | +8.6% | +7.8% |
| 30D | +19.1% | +7.9% | +11.2% | +16.0% |
| 3M | +5.1% | -4.5% | +9.5% | +6.5% |
| 6M | +16.2% | -12.6% | +28.8% | +20.9% |
| YTD | +35.2% | -14.9% | +50.0% | +41.4% |
| 1Y | +27.1% | -13.1% | +40.2% | +32.0% |
| 3Y | +51.7% | +21.2% | +30.5% | +36.3% |
| All | +31.6% | +25.8% | +5.7% | +11.2% |
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