+9,564.4%
MU vs PSLV
+57.8%
+9,506.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.0% |
| 7D | +12.8% | -6.3% | +19.1% | +14.4% |
| 30D | -14.9% | -12.7% | -2.2% | -12.4% |
| 3M | -18.0% | -24.7% | +6.7% | -13.0% |
| 6M | -3.1% | -44.6% | +41.5% | +8.8% |
| YTD | +172.9% | -33.3% | +206.2% | +191.9% |
| 1Y | +228.8% | -8.6% | +237.4% | +233.2% |
| 3Y | +950.8% | +108.2% | +842.7% | +849.7% |
| 5Y | +931.3% | +79.1% | +852.1% | +839.1% |
| 10Y | +4,417.7% | +137.7% | +4,280.1% | +3,825.4% |
| All | +9,564.4% | +57.8% | +9,506.6% | +7,211.2% |
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