+131.4%
MKSI vs PSLV
+49.9%
+81.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +2.7% | -3.5% | +6.1% | +3.7% |
| 30D | -12.8% | -2.1% | -10.7% | -12.3% |
| 3M | -22.5% | -1.6% | -20.9% | -22.5% |
| 6M | +19.4% | -25.5% | +44.9% | +25.7% |
| YTD | +67.7% | -11.4% | +79.1% | +62.7% |
| 1Y | +131.4% | +48.6% | +82.8% | +85.4% |
| All | +131.4% | +49.9% | +81.5% | +85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling