+5,731.6%
MU vs PSLV
+190.6%
+5,541.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -4.1% | -3.5% | -0.6% | -2.9% |
| 30D | +7.0% | -2.1% | +9.2% | +7.8% |
| 3M | -2.1% | -1.6% | -0.4% | -1.6% |
| 6M | +133.1% | -25.5% | +158.6% | +153.9% |
| YTD | +241.9% | -11.4% | +253.3% | +240.7% |
| 1Y | +548.8% | +48.6% | +500.2% | +445.7% |
| 3Y | +1,308.2% | +166.9% | +1,141.3% | +900.1% |
| 5Y | +1,260.7% | +152.4% | +1,108.3% | +858.8% |
| All | +5,731.6% | +190.6% | +5,541.1% | +3,185.1% |
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 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