+101.3%
PSA vs MSI
+593.5%
-492.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.1% |
| 7D | -2.2% | -4.0% | +1.7% | -1.0% |
| 30D | -9.6% | -0.5% | -9.1% | -9.5% |
| 3M | -7.9% | +11.4% | -19.3% | -11.2% |
| 6M | -2.0% | +1.0% | -3.0% | -2.9% |
| YTD | +15.7% | +20.7% | -4.9% | +8.1% |
| 1Y | +5.8% | -2.7% | +8.5% | +5.7% |
| 3Y | +21.6% | +68.2% | -46.6% | +0.4% |
| 5Y | +13.1% | +100.0% | -86.8% | -12.3% |
| 10Y | +101.3% | +596.9% | -495.6% | +29.8% |
| All | +101.3% | +593.5% | -492.3% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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