+7,421.0%
PSA vs MLM
+2,961.7%
+4,459.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.6% |
| 7D | -3.7% | -2.9% | -0.8% | -2.8% |
| 30D | -7.7% | -6.8% | -0.9% | -5.8% |
| 3M | -0.6% | -11.2% | +10.6% | +2.8% |
| 6M | -0.9% | -21.8% | +20.9% | +6.5% |
| YTD | +18.7% | -17.0% | +35.6% | +24.9% |
| 1Y | +7.6% | -16.4% | +24.0% | +12.9% |
| 3Y | +23.7% | +14.5% | +9.2% | +15.9% |
| 5Y | +13.7% | +41.7% | -28.1% | -1.9% |
| 10Y | +98.9% | +200.0% | -101.2% | +23.5% |
| All | +7,421.0% | +2,961.7% | +4,459.2% | +2,854.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling