+568.4%
MA vs SLV
+163.3%
+405.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.8% |
| 7D | +1.8% | +3.7% | -1.9% | +1.4% |
| 30D | +11.8% | -15.2% | +27.0% | +13.5% |
| 3M | +17.2% | -21.8% | +38.9% | +19.7% |
| 6M | +33.4% | -36.3% | +69.7% | +38.8% |
| YTD | +16.1% | -27.8% | +44.0% | +15.6% |
| 1Y | +19.9% | +1.5% | +18.4% | +12.7% |
| 3Y | +70.1% | +128.5% | -58.4% | +35.7% |
| 5Y | +89.6% | +103.2% | -13.6% | +52.4% |
| 10Y | +568.4% | +164.7% | +403.7% | +362.5% |
| All | +568.4% | +163.3% | +405.1% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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