+129.9%
PSA vs MSI
+664.3%
-534.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.4% | +3.2% | -4.7% | -2.4% |
| 30D | +15.2% | +17.6% | -2.4% | +9.5% |
| 3M | +2.2% | +14.5% | -12.3% | -2.1% |
| 6M | +11.7% | +34.3% | -22.6% | +1.4% |
| YTD | +32.0% | +39.7% | -7.7% | +17.8% |
| 1Y | +26.3% | +40.2% | -13.9% | +12.5% |
| 3Y | +52.4% | +77.1% | -24.8% | +24.1% |
| 5Y | +26.3% | +124.0% | -97.8% | -5.6% |
| All | +129.9% | +664.3% | -534.4% | +43.9% |
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