-44.0%
MUZ vs PSLV
-22.9%
-21.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.6% | -3.0% |
| 7D | +23.6% | +3.9% | +19.7% | +30.3% |
| 30D | +61.9% | -16.3% | +78.2% | +22.0% |
| 3M | -4.0% | -23.0% | +18.9% | -35.1% |
| All | -44.0% | -22.9% | -21.2% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling