-99.3%
MSTZ vs PSLV
+61.6%
-160.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -1.7% |
| 7D | +31.0% | -1.5% | +32.5% | +29.7% |
| 30D | +34.0% | -15.2% | +49.2% | +20.7% |
| 3M | -67.7% | -21.4% | -46.3% | -70.8% |
| 6M | -14.9% | -39.9% | +25.0% | -29.8% |
| YTD | -79.1% | -29.3% | -49.8% | -75.4% |
| 1Y | -58.9% | -1.6% | -57.4% | -32.5% |
| All | -99.3% | +61.6% | -160.9% | -96.6% |
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