+53.5%
PSA vs MOD
+129.2%
-75.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -0.9% |
| 7D | +3.9% | -25.5% | +29.5% | +4.1% |
| 30D | +19.7% | -49.0% | +68.7% | +20.7% |
| 3M | +4.3% | -49.8% | +54.1% | +5.2% |
| 6M | +11.4% | -64.8% | +76.1% | +13.0% |
| YTD | +33.9% | -27.6% | +61.6% | +33.3% |
| 1Y | +28.3% | -35.2% | +63.5% | +27.8% |
| 3Y | +53.5% | +137.1% | -83.7% | +15.8% |
| All | +53.5% | +129.2% | -75.7% | +15.8% |
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