-99.2%
MSTZ vs PSLV
+109.7%
-208.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +1.7% |
| 7D | -29.7% | -0.6% | -29.1% | -29.0% |
| 30D | -65.3% | +7.3% | -72.6% | -61.9% |
| 3M | -57.3% | -7.4% | -49.9% | -54.8% |
| 6M | -61.6% | -20.3% | -41.4% | -60.6% |
| YTD | -78.3% | -8.2% | -70.0% | -70.1% |
| 1Y | -30.2% | +57.9% | -88.2% | +81.4% |
| All | -99.2% | +109.7% | -208.9% | -95.9% |
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