+100.5%
PSA vs MTCH
+208.0%
-107.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.5% |
| 7D | -1.8% | +1.3% | -3.1% | -1.9% |
| 30D | -8.4% | +15.9% | -24.3% | -9.6% |
| 3M | -7.8% | +23.3% | -31.1% | -9.7% |
| 6M | +0.8% | +40.1% | -39.3% | -2.5% |
| YTD | +16.5% | +33.6% | -17.1% | +13.0% |
| 1Y | +4.7% | +14.1% | -9.4% | +3.0% |
| 3Y | +21.1% | +1.4% | +19.6% | +18.6% |
| 5Y | +14.2% | -73.1% | +87.3% | +20.7% |
| All | +100.5% | +208.0% | -107.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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