-19.9%
MSTZ vs PSLV
+57.7%
-77.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.0% | +7.0% |
| 7D | -23.6% | +3.3% | -26.9% | -21.1% |
| 30D | -60.7% | +2.1% | -62.9% | -58.7% |
| 3M | -58.3% | +7.1% | -65.4% | -53.2% |
| 6M | -60.0% | -21.6% | -38.4% | -58.3% |
| YTD | -75.2% | -6.7% | -68.5% | -69.4% |
| 1Y | -19.9% | +59.3% | -79.2% | +26.3% |
| All | -19.9% | +57.7% | -77.6% | +26.3% |
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 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