+905.9%
MAS vs PSLV
+117.0%
+788.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | -0.8% | -0.6% | -0.1% | -0.7% |
| 30D | -5.6% | +7.3% | -12.8% | -6.4% |
| 3M | +4.4% | -7.4% | +11.9% | +5.1% |
| 6M | +7.2% | -20.3% | +27.5% | +9.4% |
| YTD | +16.1% | -8.2% | +24.4% | +14.6% |
| 1Y | +0.1% | +57.9% | -57.8% | -8.3% |
| 3Y | +28.3% | +162.1% | -133.8% | +8.8% |
| 5Y | +30.5% | +151.2% | -120.7% | +10.2% |
| 10Y | +139.1% | +191.7% | -52.5% | +93.6% |
| All | +905.9% | +117.0% | +788.9% | +738.3% |
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 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