-34.6%
MP vs PSLV
+7.9%
-42.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.0% | -11.1% | -7.2% |
| 7D | -12.5% | -2.6% | -9.9% | -11.8% |
| 30D | -23.3% | -14.2% | -9.2% | -19.1% |
| 3M | -24.4% | -12.2% | -12.1% | -20.8% |
| 6M | -45.8% | -28.1% | -17.7% | -39.9% |
| YTD | -28.9% | -28.2% | -0.7% | -25.2% |
| 1Y | -34.6% | +9.1% | -43.7% | -48.8% |
| All | -34.6% | +7.9% | -42.5% | -48.8% |
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