+584.1%
MA vs SLV
+178.7%
+405.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -0.9% |
| 7D | -0.5% | -3.9% | +3.4% | -0.1% |
| 30D | +7.9% | -15.6% | +23.6% | +9.6% |
| 3M | +16.8% | -23.6% | +40.4% | +19.6% |
| 6M | +31.0% | -42.6% | +73.5% | +37.8% |
| YTD | +15.0% | -30.0% | +45.0% | +14.8% |
| 1Y | +17.0% | -6.6% | +23.7% | +11.3% |
| 3Y | +68.5% | +121.8% | -53.4% | +34.9% |
| 5Y | +85.0% | +92.7% | -7.7% | +49.8% |
| All | +584.1% | +178.7% | +405.4% | +359.2% |
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