+553.7%
MS vs SLV
+163.3%
+390.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.7% |
| 7D | +0.8% | +3.7% | -2.9% | +0.3% |
| 30D | -0.7% | -15.2% | +14.5% | +1.6% |
| 3M | -12.4% | -21.8% | +9.4% | -9.5% |
| 6M | -1.7% | -36.3% | +34.6% | +3.9% |
| YTD | +8.0% | -27.8% | +35.9% | +9.0% |
| 1Y | +16.2% | +1.5% | +14.7% | +10.8% |
| 3Y | +171.3% | +128.5% | +42.8% | +127.0% |
| 5Y | +124.8% | +103.2% | +21.5% | +88.2% |
| 10Y | +553.7% | +164.7% | +389.0% | +361.5% |
| All | +553.7% | +163.3% | +390.3% | +361.5% |
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