+28.3%
PSA vs MOD
-37.3%
+65.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -0.8% |
| 7D | +3.9% | -25.5% | +29.5% | +3.7% |
| 30D | +19.7% | -49.0% | +68.7% | +19.9% |
| 3M | +4.3% | -49.8% | +54.1% | +4.4% |
| 6M | +11.4% | -64.8% | +76.1% | +12.4% |
| YTD | +33.9% | -27.6% | +61.6% | +31.5% |
| 1Y | +28.3% | -35.2% | +63.5% | +26.2% |
| All | +28.3% | -37.3% | +65.6% | +26.2% |
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