-57.9%
MOS vs PSLV
+67.3%
-125.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | +5.5% | -1.5% | +6.9% | +5.8% |
| 30D | +21.0% | -15.2% | +36.2% | +25.9% |
| 3M | -0.5% | -21.4% | +21.0% | +5.3% |
| 6M | +6.6% | -39.9% | +46.5% | +19.7% |
| YTD | -2.8% | -29.3% | +26.5% | +1.5% |
| 1Y | -8.1% | -1.6% | -6.5% | -12.2% |
| 3Y | -25.6% | +121.3% | -146.9% | -43.5% |
| 5Y | -29.8% | +89.9% | -119.7% | -45.2% |
| 10Y | +0.6% | +152.0% | -151.4% | -28.8% |
| All | -57.9% | +67.3% | -125.2% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling