+38.3%
MAS vs PSLV
+79.9%
-41.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +3.0% | -6.3% | +9.3% | +3.6% |
| 30D | +22.4% | -12.7% | +35.1% | +23.8% |
| 3M | +14.5% | -24.7% | +39.2% | +17.2% |
| 6M | +27.1% | -44.6% | +71.7% | +33.5% |
| YTD | +35.8% | -33.3% | +69.0% | +37.3% |
| 1Y | +39.4% | -8.6% | +48.0% | +36.1% |
| 3Y | +60.3% | +108.2% | -47.9% | +38.2% |
| All | +38.3% | +79.9% | -41.6% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling