+72.2%
MSFU vs PSLV
+240.3%
-168.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -3.2% | +2.7% | -5.8% | -3.7% |
| 30D | -3.1% | +3.5% | -6.6% | -4.0% |
| 3M | +35.3% | +0.3% | +35.0% | +34.7% |
| 6M | +31.6% | -21.0% | +52.6% | +36.1% |
| YTD | -9.5% | -8.9% | -0.6% | -13.2% |
| 1Y | -18.4% | +54.0% | -72.4% | -34.2% |
| 3Y | +26.9% | +175.4% | -148.5% | -18.1% |
| All | +72.2% | +240.3% | -168.0% | -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 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