I've been looking at a paper for a while that I find interesting. It's essentially a comparative analysis where the authors are comparing PCA/PLS to different machine learning methods. The aim is to predict bond risk premia so they report MSPE and R^2_{OOS} as their main results. But the results are a bit puzzling to me. You see, they report these values for bond maturities 2,3,4 and 5 and both performance measures rise as the maturities do. Isn't this contradictory since a MSPE value is better the closer to 0 it is and R^2_{OOS} is better the higher it gets? Or is there something that I'm missing?
Thanks for reading.
(I've have attached the table of results) [1]: https://i.stack.imgur.com/BFgZm.png
Edit: At the request of a comment: A bond is essentially a loan and the maturity is the remaining lenght of the loan. So if a bond has a maturity of (for instance) 2, there are two years until the bond expires and the principal has to be repaid.