+12.7%
MOS vs PSLV
+189.7%
-177.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -0.9% |
| 7D | +0.5% | -4.9% | +5.4% | +1.8% |
| 30D | +10.9% | -1.9% | +12.8% | +11.3% |
| 3M | +29.2% | +4.2% | +25.0% | +27.3% |
| 6M | -2.3% | -27.6% | +25.3% | +5.0% |
| YTD | +8.3% | -11.7% | +20.0% | +6.3% |
| 1Y | -21.2% | +49.3% | -70.5% | -35.0% |
| 3Y | -25.9% | +167.1% | -193.1% | -50.6% |
| 5Y | -9.4% | +151.7% | -161.0% | -39.4% |
| All | +12.7% | +189.7% | -177.1% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling