-88.0%
MSTU vs PSLV
+102.4%
-190.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | -16.6% | -3.5% | -13.1% | -14.3% |
| 30D | +69.7% | -2.1% | +71.9% | +77.4% |
| 3M | -7.5% | -1.6% | -5.8% | -2.2% |
| 6M | -43.1% | -25.5% | -17.6% | -29.2% |
| YTD | -63.0% | -11.4% | -51.6% | -65.2% |
| 1Y | -93.8% | +48.6% | -142.4% | -97.1% |
| All | -88.0% | +102.4% | -190.4% | -96.8% |
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 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