+129.9%
PSA vs MOD
+1,079.7%
-949.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +27.9% | -28.1% | -1.4% |
| 7D | -1.4% | +40.4% | -41.9% | -3.1% |
| 30D | +15.2% | -14.0% | +29.2% | +15.6% |
| 3M | +2.2% | -33.3% | +35.6% | +3.7% |
| 6M | +11.7% | -51.4% | +63.1% | +14.6% |
| YTD | +32.0% | +1.6% | +30.4% | +29.6% |
| 1Y | +26.3% | +5.4% | +20.9% | +23.6% |
| 3Y | +52.4% | +191.0% | -138.6% | +35.5% |
| 5Y | +26.3% | +1,093.1% | -1,066.9% | +2.0% |
| All | +129.9% | +1,079.7% | -949.8% | +75.1% |
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