+134.5%
PSA vs MSI
+683.5%
-548.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.5% |
| 7D | -2.1% | +7.7% | -9.7% | -4.3% |
| 30D | +16.2% | +19.9% | -3.7% | +9.8% |
| 3M | +4.3% | +14.9% | -10.6% | -0.2% |
| 6M | +9.9% | +37.2% | -27.4% | -0.9% |
| YTD | +33.3% | +40.8% | -7.5% | +18.6% |
| 1Y | +25.8% | +38.1% | -12.3% | +12.6% |
| 3Y | +54.8% | +77.7% | -22.9% | +25.9% |
| 5Y | +27.5% | +129.0% | -101.5% | -5.3% |
| 10Y | +134.5% | +671.3% | -536.8% | +46.0% |
| All | +134.5% | +683.5% | -548.9% | +46.0% |
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