+537.0%
MS vs PSLV
+148.5%
+388.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | +3.7% | -4.3% | +8.0% | +4.4% |
| 30D | +2.0% | -16.6% | +18.6% | +4.7% |
| 3M | -12.6% | -24.6% | +12.0% | -9.0% |
| 6M | -0.3% | -42.5% | +42.3% | +7.4% |
| YTD | +9.0% | -31.7% | +40.7% | +10.9% |
| 1Y | +13.9% | -8.7% | +22.5% | +9.8% |
| 3Y | +173.6% | +113.6% | +60.0% | +126.3% |
| 5Y | +122.0% | +83.3% | +38.7% | +85.2% |
| All | +537.0% | +148.5% | +388.5% | +337.4% |
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