+808.5%
MS vs SLV
+220.6%
+587.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -0.3% | +6.7% | -6.9% | -1.2% |
| 3M | +0.3% | -10.7% | +11.0% | +1.5% |
| 6M | +31.3% | -20.6% | +51.9% | +34.4% |
| YTD | +24.7% | -7.1% | +31.8% | +21.6% |
| 1Y | +47.9% | +62.0% | -14.1% | +31.7% |
| 3Y | +178.3% | +169.8% | +8.5% | +127.4% |
| 5Y | +144.9% | +161.5% | -16.6% | +97.9% |
| All | +808.5% | +220.6% | +587.9% | +561.2% |
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