-16.2%
MOS vs PSLV
+57.7%
-73.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.6% |
| 7D | +1.7% | +3.3% | -1.7% | +1.0% |
| 30D | +11.7% | +2.1% | +9.5% | +11.2% |
| 3M | +23.2% | +7.1% | +16.0% | +21.3% |
| 6M | -1.6% | -21.6% | +19.9% | +0.5% |
| YTD | +10.8% | -6.7% | +17.6% | +11.2% |
| 1Y | -16.2% | +59.3% | -75.5% | -4.7% |
| All | -16.2% | +57.7% | -73.9% | -4.7% |
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