+43.3%
MA vs SLV
+174.2%
-130.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +1.5% | +6.7% | -5.2% | +1.5% |
| 3M | +20.4% | -10.7% | +31.1% | +20.6% |
| 6M | +11.1% | -20.6% | +31.7% | +11.6% |
| YTD | +2.0% | -7.1% | +9.1% | +0.9% |
| 1Y | -2.2% | +62.0% | -64.1% | -6.6% |
| All | +43.3% | +174.2% | -130.9% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling