+398.0%
MTZ vs PSLV
+142.8%
+255.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | +5.0% | -6.3% | +11.3% | +6.6% |
| 30D | -6.0% | -12.7% | +6.7% | -3.3% |
| 3M | -36.1% | -24.7% | -11.4% | -32.0% |
| 6M | -56.9% | -44.6% | -12.3% | -51.1% |
| YTD | -15.9% | -33.3% | +17.4% | -12.6% |
| 1Y | -3.8% | -8.6% | +4.7% | -8.6% |
| 3Y | +272.3% | +108.2% | +164.1% | +179.6% |
| 5Y | +91.1% | +79.1% | +12.0% | +45.7% |
| All | +398.0% | +142.8% | +255.3% | +224.4% |
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