+1,844.2%
MTZ vs PSLV
+117.0%
+1,727.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | -11.1% | +7.3% | -18.3% | -12.4% |
| 3M | -36.7% | -7.4% | -29.3% | -35.9% |
| 6M | -21.9% | -20.3% | -1.7% | -19.0% |
| YTD | +9.1% | -8.2% | +17.4% | +6.9% |
| 1Y | +30.0% | +57.9% | -28.0% | +12.6% |
| 3Y | +138.5% | +162.1% | -23.6% | +83.6% |
| 5Y | +158.3% | +151.2% | +7.2% | +98.0% |
| 10Y | +700.8% | +191.7% | +509.1% | +478.3% |
| All | +1,844.2% | +117.0% | +1,727.2% | +1,147.5% |
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