-87.5%
MSTU vs PSLV
+113.1%
-200.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -7.3% |
| 7D | +12.9% | +3.3% | +9.6% | +10.6% |
| 30D | +68.3% | +2.1% | +66.2% | +69.9% |
| 3M | +0.4% | +7.1% | -6.8% | -0.3% |
| 6M | -41.5% | -21.6% | -19.9% | -30.1% |
| YTD | -61.7% | -6.7% | -55.0% | -65.4% |
| 1Y | -93.7% | +59.3% | -152.9% | -97.2% |
| All | -87.5% | +113.1% | -200.7% | -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 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