+737.1%
MTZ vs PSLV
+189.7%
+547.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.8% | -2.3% |
| 7D | 0.0% | -4.9% | +4.8% | +1.1% |
| 30D | -14.8% | -1.9% | -13.0% | -14.5% |
| 3M | -30.8% | +4.2% | -35.0% | -31.6% |
| 6M | -22.6% | -27.6% | +5.0% | -17.9% |
| YTD | +6.8% | -11.7% | +18.5% | +4.4% |
| 1Y | +22.1% | +49.3% | -27.2% | +3.4% |
| 3Y | +153.1% | +167.1% | -14.0% | +82.2% |
| 5Y | +161.4% | +151.7% | +9.7% | +87.0% |
| All | +737.1% | +189.7% | +547.3% | +428.3% |
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