+553.1%
MA vs SLV
+170.8%
+382.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.3% | +5.1% | -2.8% | +1.8% |
| 30D | +14.7% | -12.9% | +27.6% | +16.1% |
| 3M | +13.5% | -16.1% | +29.6% | +15.1% |
| 6M | +33.1% | -33.2% | +66.3% | +37.8% |
| YTD | +15.1% | -27.2% | +42.3% | +14.5% |
| 1Y | +18.7% | +7.6% | +11.1% | +10.6% |
| 3Y | +72.1% | +122.3% | -50.3% | +38.2% |
| 5Y | +92.8% | +109.7% | -16.9% | +54.1% |
| All | +553.1% | +170.8% | +382.3% | +343.4% |
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