-52.6%
MOS vs PSLV
+117.0%
-169.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +9.5% | -0.6% | +10.2% | +9.6% |
| 30D | +10.4% | +7.3% | +3.2% | +8.5% |
| 3M | +12.9% | -7.4% | +20.3% | +14.5% |
| 6M | +1.2% | -20.3% | +21.5% | +5.7% |
| YTD | +9.3% | -8.2% | +17.6% | +7.3% |
| 1Y | -18.0% | +57.9% | -75.9% | -30.7% |
| 3Y | -29.0% | +162.1% | -191.1% | -48.2% |
| 5Y | -9.6% | +151.2% | -160.7% | -34.1% |
| 10Y | +6.1% | +191.7% | -185.6% | -27.7% |
| All | -52.6% | +117.0% | -169.6% | -71.1% |
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