-30.2%
MSTZ vs PSLV
+57.1%
-87.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +1.8% |
| 7D | -29.7% | -0.6% | -29.1% | -29.1% |
| 30D | -65.3% | +7.3% | -72.6% | -62.5% |
| 3M | -57.3% | -7.4% | -49.9% | -54.9% |
| 6M | -61.6% | -20.3% | -41.4% | -60.0% |
| YTD | -78.3% | -8.2% | -70.0% | -73.5% |
| 1Y | -30.2% | +57.9% | -88.2% | -9.7% |
| All | -30.2% | +57.1% | -87.4% | -9.7% |
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