+48.6%
MUB vs PSLV
+120.6%
-72.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | -0.7% | +3.3% | -4.0% | -0.8% |
| 30D | -2.0% | +2.1% | -4.1% | -2.0% |
| 3M | -2.5% | +7.1% | -9.7% | -2.7% |
| 6M | -2.3% | -21.6% | +19.2% | -2.0% |
| YTD | -1.3% | -6.7% | +5.4% | -1.6% |
| 1Y | +1.1% | +59.3% | -58.2% | -0.5% |
| 3Y | +8.2% | +182.1% | -173.9% | +4.8% |
| 5Y | +1.5% | +162.6% | -161.1% | -1.7% |
| 10Y | +17.6% | +203.0% | -185.5% | +12.6% |
| All | +48.6% | +120.6% | -72.0% | +38.7% |
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