+54.9%
PSA vs MOD
+116.8%
-62.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.6% |
| 7D | +7.4% | -34.2% | +41.5% | +7.8% |
| 30D | +19.1% | -51.9% | +71.0% | +20.2% |
| 3M | +5.1% | -53.0% | +58.1% | +6.1% |
| 6M | +16.2% | -66.4% | +82.5% | +17.9% |
| YTD | +35.2% | -31.5% | +66.7% | +34.5% |
| 1Y | +27.1% | -39.6% | +66.7% | +26.8% |
| All | +54.9% | +116.8% | -62.0% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling