+132.7%
PSA vs MOD
+1,005.7%
-873.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.9% | -9.7% | -0.2% |
| 7D | +1.5% | -13.9% | +15.4% | +2.0% |
| 30D | +16.7% | -41.5% | +58.2% | +19.3% |
| 3M | +4.0% | -45.7% | +49.8% | +6.6% |
| 6M | +10.9% | -61.1% | +72.0% | +15.0% |
| YTD | +34.2% | -20.5% | +54.7% | +33.5% |
| 1Y | +26.6% | -32.1% | +58.8% | +26.7% |
| 3Y | +54.7% | +146.5% | -91.7% | +38.7% |
| 5Y | +30.0% | +812.7% | -782.7% | +6.7% |
| 10Y | +132.7% | +966.8% | -834.2% | +81.6% |
| All | +132.7% | +1,005.7% | -873.1% | +81.6% |
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