+11,517.3%
PSA vs MTCH
+14,456.1%
-2,938.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -2.2% | -2.4% | +0.1% | -2.0% |
| 30D | -9.6% | +12.8% | -22.3% | -10.6% |
| 3M | -7.9% | +20.0% | -27.9% | -9.6% |
| 6M | -2.0% | +34.7% | -36.7% | -5.0% |
| YTD | +15.7% | +30.6% | -14.8% | +12.4% |
| 1Y | +5.8% | +10.9% | -5.2% | +4.3% |
| 3Y | +21.6% | -2.0% | +23.6% | +19.7% |
| 5Y | +13.1% | -72.6% | +85.8% | +22.5% |
| 10Y | +101.3% | +197.9% | -96.6% | +64.9% |
| All | +11,517.3% | +14,456.1% | -2,938.7% | +7,216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling