-99.1%
MSTZ vs PSLV
+113.1%
-212.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.0% | +7.3% |
| 7D | -23.6% | +3.3% | -26.9% | -20.7% |
| 30D | -60.7% | +2.1% | -62.9% | -58.3% |
| 3M | -58.3% | +7.1% | -65.4% | -52.1% |
| 6M | -60.0% | -21.6% | -38.4% | -59.2% |
| YTD | -75.2% | -6.7% | -68.5% | -65.4% |
| 1Y | -19.9% | +59.3% | -79.2% | +108.2% |
| All | -99.1% | +113.1% | -212.3% | -95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling