+554.8%
MA vs SLV
+169.5%
+385.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.2% |
| 7D | -0.3% | +5.6% | -6.0% | -0.9% |
| 30D | +11.3% | -12.1% | +23.4% | +12.6% |
| 3M | +16.7% | -16.3% | +33.0% | +18.4% |
| 6M | +32.8% | -34.1% | +66.8% | +37.7% |
| YTD | +15.6% | -25.3% | +40.9% | +14.7% |
| 1Y | +19.6% | +9.6% | +10.0% | +11.2% |
| 3Y | +72.1% | +132.7% | -60.6% | +37.4% |
| 5Y | +96.0% | +113.7% | -17.6% | +56.5% |
| 10Y | +554.8% | +175.9% | +378.9% | +349.3% |
| All | +554.8% | +169.5% | +385.2% | +349.3% |
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