+71.2%
MSFU vs PSLV
+230.0%
-158.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +1.4% |
| 7D | -6.9% | -4.9% | -2.1% | -6.0% |
| 30D | -5.1% | -1.9% | -3.2% | -5.0% |
| 3M | +44.6% | +4.2% | +40.4% | +42.8% |
| 6M | +32.8% | -27.6% | +60.4% | +39.7% |
| YTD | -10.1% | -11.7% | +1.6% | -13.2% |
| 1Y | -19.4% | +49.3% | -68.7% | -34.7% |
| 3Y | +26.2% | +167.1% | -141.0% | -18.1% |
| All | +71.2% | +230.0% | -158.8% | -6.7% |
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