+24.9%
PSA vs MSI
+72.0%
-47.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.7% | -3.7% | 0.0% | -2.7% |
| 30D | -7.7% | +6.8% | -14.6% | -9.5% |
| 3M | -0.6% | +14.3% | -14.9% | -4.3% |
| 6M | -0.9% | -1.6% | +0.7% | -0.7% |
| YTD | +18.7% | +22.8% | -4.1% | +11.2% |
| 1Y | +7.6% | -1.1% | +8.7% | +7.8% |
| All | +24.9% | +72.0% | -47.1% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling