+166.3%
MTZ vs PSLV
+161.1%
+5.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.8% |
| 7D | +2.3% | +3.3% | -1.1% | +1.5% |
| 30D | -10.3% | +2.1% | -12.4% | -10.8% |
| 3M | -31.8% | +7.1% | -39.0% | -33.0% |
| 6M | -19.2% | -21.6% | +2.4% | -16.1% |
| YTD | +10.7% | -6.7% | +17.4% | +5.7% |
| 1Y | +37.5% | +59.3% | -21.7% | +11.8% |
| 3Y | +162.4% | +182.1% | -19.7% | +77.8% |
| 5Y | +166.3% | +162.6% | +3.7% | +73.1% |
| All | +166.3% | +161.1% | +5.3% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling