+7.6%
PSA vs MOD
+45.0%
-37.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.3% |
| 7D | -3.7% | +9.6% | -13.3% | -3.8% |
| 30D | -7.7% | 0.0% | -7.8% | -7.7% |
| 3M | -0.6% | -35.4% | +34.8% | +0.6% |
| 6M | -0.9% | -7.3% | +6.4% | -1.7% |
| YTD | +18.7% | +45.8% | -27.1% | +16.8% |
| 1Y | +7.6% | +43.1% | -35.5% | +6.8% |
| All | +7.6% | +45.0% | -37.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling