-13.9%
MP vs PSLV
+91.2%
-105.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +2.3% | -1.5% | +3.8% | +3.1% |
| 30D | -15.3% | -15.2% | 0.0% | -8.7% |
| 3M | -33.5% | -21.4% | -12.1% | -26.0% |
| 6M | -45.5% | -39.9% | -5.6% | -32.0% |
| YTD | -27.3% | -29.3% | +2.0% | -23.3% |
| 1Y | -40.7% | -1.6% | -39.1% | -49.6% |
| 3Y | +145.9% | +121.3% | +24.6% | +28.3% |
| 5Y | -13.9% | +89.9% | -103.8% | -52.5% |
| All | -13.9% | +91.2% | -105.1% | -52.5% |
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