+62.7%
MP vs PSLV
+161.1%
-98.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -3.1% |
| 7D | -0.7% | +3.3% | -4.1% | -2.4% |
| 30D | -0.7% | +2.1% | -2.8% | -1.8% |
| 3M | 0.0% | +7.1% | -7.1% | -3.7% |
| 6M | -10.0% | -21.6% | +11.6% | -0.8% |
| YTD | +7.5% | -6.7% | +14.2% | -0.1% |
| 1Y | -14.0% | +59.3% | -73.3% | -43.2% |
| 3Y | +153.5% | +182.1% | -28.6% | +15.7% |
| 5Y | +62.7% | +162.6% | -99.9% | -24.2% |
| All | +62.7% | +161.1% | -98.3% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling