+59.9%
MAS vs PSLV
+115.3%
-55.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.2% |
| 7D | +1.2% | -4.3% | +5.4% | +1.5% |
| 30D | +21.6% | -16.6% | +38.2% | +23.2% |
| 3M | +14.1% | -24.6% | +38.7% | +16.4% |
| 6M | +22.6% | -42.5% | +65.2% | +27.3% |
| YTD | +35.4% | -31.7% | +67.2% | +36.6% |
| 1Y | +37.5% | -8.7% | +46.1% | +35.5% |
| All | +59.9% | +115.3% | -55.4% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling