+1,148.8%
MS vs PSLV
+117.0%
+1,031.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -0.3% | +7.3% | -7.5% | -1.1% |
| 3M | +0.3% | -7.4% | +7.7% | +0.9% |
| 6M | +31.3% | -20.3% | +51.6% | +33.9% |
| YTD | +24.7% | -8.2% | +32.9% | +22.9% |
| 1Y | +47.9% | +57.9% | -10.0% | +36.1% |
| 3Y | +178.3% | +162.1% | +16.3% | +139.8% |
| 5Y | +144.9% | +151.2% | -6.3% | +110.1% |
| 10Y | +804.5% | +191.7% | +612.9% | +641.6% |
| All | +1,148.8% | +117.0% | +1,031.8% | +926.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling