-23.3%
MOS vs PSLV
+175.1%
-198.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +2.8% |
| 7D | +7.1% | +2.7% | +4.4% | +6.5% |
| 30D | +15.0% | +3.5% | +11.6% | +14.2% |
| 3M | +24.1% | +0.3% | +23.8% | +23.6% |
| 6M | +2.7% | -21.0% | +23.7% | +6.2% |
| YTD | +12.2% | -8.9% | +21.1% | +9.9% |
| 1Y | -16.3% | +54.0% | -70.3% | -28.2% |
| 3Y | -23.3% | +175.4% | -198.7% | -47.6% |
| All | -23.3% | +175.1% | -198.4% | -47.6% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling