-14.3%
MTZ vs PSLV
+7.9%
-22.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.0% | -21.4% | -16.4% |
| 7D | -7.4% | -2.6% | -4.8% | -7.0% |
| 30D | -23.6% | -14.2% | -9.4% | -21.5% |
| 3M | -38.3% | -12.2% | -26.1% | -36.8% |
| 6M | -60.6% | -28.1% | -32.5% | -58.7% |
| YTD | -22.9% | -28.2% | +5.3% | -24.3% |
| 1Y | -14.3% | +9.1% | -23.4% | -27.8% |
| All | -14.3% | +7.9% | -22.1% | -27.8% |
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