+773.9%
MS vs PSLV
+189.7%
+584.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.5% |
| 7D | -2.1% | -4.9% | +2.8% | -1.4% |
| 30D | -1.1% | -1.9% | +0.8% | -1.0% |
| 3M | +3.5% | +4.2% | -0.7% | +2.6% |
| 6M | +33.7% | -27.6% | +61.3% | +38.7% |
| YTD | +21.8% | -11.7% | +33.4% | +19.5% |
| 1Y | +41.1% | +49.3% | -8.2% | +26.2% |
| 3Y | +174.5% | +167.1% | +7.4% | +120.9% |
| 5Y | +140.7% | +151.7% | -11.0% | +92.4% |
| All | +773.9% | +189.7% | +584.2% | +503.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling