-45.2%
MSTU vs PSLV
-28.4%
-16.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.3% | -1.5% | +1.1% |
| 7D | -22.0% | -4.9% | -17.1% | -16.1% |
| 30D | +60.3% | -1.9% | +62.2% | +72.6% |
| 3M | -3.7% | +4.2% | -7.9% | -0.7% |
| 6M | -45.2% | -27.6% | -17.6% | -24.3% |
| All | -45.2% | -28.4% | -16.8% | -24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling