+13.6%
PSA vs MSI
+100.4%
-86.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.3% |
| 7D | -0.4% | -5.8% | +5.3% | +1.7% |
| 30D | -8.2% | -1.0% | -7.2% | -7.9% |
| 3M | -2.1% | +14.2% | -16.3% | -7.2% |
| 6M | -0.2% | +1.0% | -1.3% | -1.2% |
| YTD | +18.5% | +21.5% | -3.0% | +8.7% |
| 1Y | +6.6% | -2.1% | +8.7% | +6.6% |
| 3Y | +24.5% | +69.3% | -44.9% | -5.5% |
| 5Y | +13.6% | +99.3% | -85.7% | -21.5% |
| All | +13.6% | +100.4% | -86.9% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling