+1,037.6%
MAS vs PSLV
+68.4%
+969.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +2.0% | +5.1% | -3.2% | +1.4% |
| 30D | +19.4% | -13.3% | +32.7% | +21.2% |
| 3M | +9.4% | -16.5% | +25.9% | +11.4% |
| 6M | +15.3% | -32.8% | +48.1% | +20.1% |
| YTD | +31.3% | -28.8% | +60.1% | +33.2% |
| 1Y | +34.9% | +5.8% | +29.0% | +29.8% |
| 3Y | +58.6% | +114.8% | -56.2% | +37.4% |
| 5Y | +40.7% | +99.5% | -58.8% | +21.8% |
| 10Y | +220.4% | +138.2% | +82.2% | +165.4% |
| All | +1,037.6% | +68.4% | +969.2% | +874.6% |
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