+2,492.1%
MA vs PSLV
+115.4%
+2,376.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -1.8% | +2.7% | -4.4% | -2.0% |
| 30D | +1.4% | +3.5% | -2.0% | +1.1% |
| 3M | +17.7% | +0.3% | +17.5% | +17.5% |
| 6M | +9.7% | -21.0% | +30.7% | +11.3% |
| YTD | +0.5% | -8.9% | +9.4% | -0.8% |
| 1Y | -2.1% | +54.0% | -56.0% | -9.1% |
| 3Y | +40.1% | +175.4% | -135.4% | +20.6% |
| 5Y | +67.5% | +157.7% | -90.1% | +44.2% |
| 10Y | +505.6% | +184.9% | +320.7% | +401.8% |
| All | +2,492.1% | +115.4% | +2,376.7% | +1,775.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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