+1,693.5%
MSI vs PSLV
+120.6%
+1,572.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | -4.0% | +3.3% | -7.3% | -4.2% |
| 30D | -0.5% | +2.1% | -2.6% | -0.6% |
| 3M | +11.4% | +7.1% | +4.3% | +10.7% |
| 6M | +1.0% | -21.6% | +22.6% | +2.2% |
| YTD | +20.7% | -6.7% | +27.4% | +19.3% |
| 1Y | -2.7% | +59.3% | -62.0% | -8.2% |
| 3Y | +68.2% | +182.1% | -113.9% | +50.3% |
| 5Y | +100.0% | +162.6% | -62.7% | +78.5% |
| 10Y | +596.9% | +203.0% | +393.9% | +507.6% |
| All | +1,693.5% | +120.6% | +1,572.9% | +1,459.7% |
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