-87.2%
MSTU vs PSLV
+7.9%
-95.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.0% | +4.3% | +5.6% |
| 7D | -4.8% | -2.6% | -2.2% | -2.3% |
| 30D | -29.6% | -14.2% | -15.4% | -19.5% |
| 3M | +69.4% | -12.2% | +81.6% | +97.4% |
| 6M | -62.2% | -28.1% | -34.2% | -50.3% |
| YTD | -61.1% | -28.2% | -32.9% | -55.7% |
| 1Y | -87.2% | +9.1% | -96.3% | -91.8% |
| All | -87.2% | +7.9% | -95.0% | -91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling