-92.7%
MSTU vs PSLV
+57.1%
-149.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.4% |
| 7D | +21.3% | -0.6% | +22.0% | +22.6% |
| 30D | +90.8% | +7.3% | +83.5% | +87.4% |
| 3M | -6.8% | -7.4% | +0.7% | -0.4% |
| 6M | -39.8% | -20.3% | -19.5% | -32.5% |
| YTD | -55.7% | -8.2% | -47.4% | -55.2% |
| 1Y | -92.7% | +57.9% | -150.6% | -92.9% |
| All | -92.7% | +57.1% | -149.8% | -92.9% |
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