+15,986.8%
PSA vs MOD
+1,544.7%
+14,442.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +0.4% |
| 7D | +7.4% | -34.2% | +41.5% | +13.1% |
| 30D | +19.1% | -51.9% | +71.0% | +30.8% |
| 3M | +5.1% | -53.0% | +58.1% | +15.3% |
| 6M | +16.2% | -66.4% | +82.5% | +31.7% |
| YTD | +35.2% | -31.5% | +66.7% | +36.5% |
| 1Y | +27.1% | -39.6% | +66.7% | +29.8% |
| 3Y | +51.7% | +116.8% | -65.1% | +18.4% |
| 5Y | +31.8% | +713.8% | -682.0% | -20.3% |
| 10Y | +148.0% | +882.7% | -734.7% | +22.9% |
| All | +15,986.8% | +1,544.7% | +14,442.1% | +6,158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling