-15.6%
MOS vs PSLV
+7.9%
-23.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.0% | +11.4% | +16.0% |
| 7D | +17.9% | -2.6% | +20.6% | +18.5% |
| 30D | +1.6% | -14.2% | +15.7% | +4.5% |
| 3M | -4.0% | -12.2% | +8.3% | -1.6% |
| 6M | -4.1% | -28.1% | +24.0% | +1.2% |
| YTD | -7.8% | -28.2% | +20.4% | -3.1% |
| 1Y | -15.6% | +9.1% | -24.7% | -15.8% |
| All | -15.6% | +7.9% | -23.5% | -15.8% |
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