+15,770.9%
PSA vs MSI
+4,571.4%
+11,199.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +0.8% | +7.4% | -6.6% | -0.6% |
| 30D | +15.9% | +18.7% | -2.8% | +12.1% |
| 3M | +4.2% | +14.5% | -10.3% | +1.5% |
| 6M | +10.1% | +38.1% | -28.0% | +3.3% |
| YTD | +33.3% | +38.7% | -5.4% | +24.6% |
| 1Y | +28.2% | +35.4% | -7.2% | +20.4% |
| 3Y | +54.9% | +75.1% | -20.2% | +37.8% |
| 5Y | +28.3% | +126.4% | -98.1% | +8.4% |
| 10Y | +134.1% | +671.4% | -537.3% | +56.1% |
| All | +15,770.9% | +4,571.4% | +11,199.5% | +7,744.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling