+134.5%
PSA vs MOD
+915.9%
-781.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.2% |
| 7D | -2.1% | +8.2% | -10.3% | -2.4% |
| 30D | +16.2% | -38.2% | +54.4% | +18.5% |
| 3M | +4.3% | -46.2% | +50.5% | +7.0% |
| 6M | +9.9% | -62.5% | +72.4% | +14.3% |
| YTD | +33.3% | -20.1% | +53.4% | +32.5% |
| 1Y | +25.8% | -29.7% | +55.5% | +25.7% |
| 3Y | +54.8% | +136.2% | -81.4% | +39.0% |
| 5Y | +27.5% | +820.4% | -792.8% | +4.3% |
| 10Y | +134.5% | +839.8% | -705.3% | +81.0% |
| All | +134.5% | +915.9% | -781.4% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling