+556.2%
MS vs SLV
+166.7%
+389.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -1.7% | -1.1% | -0.7% | -1.6% |
| 30D | +0.9% | -14.2% | +15.1% | +3.1% |
| 3M | -10.8% | -20.3% | +9.5% | -8.1% |
| 6M | +0.9% | -40.2% | +41.1% | +7.6% |
| YTD | +9.8% | -27.6% | +37.4% | +10.7% |
| 1Y | +17.1% | +0.4% | +16.6% | +11.8% |
| 3Y | +175.7% | +129.4% | +46.4% | +129.9% |
| 5Y | +125.9% | +99.8% | +26.1% | +89.0% |
| 10Y | +556.2% | +183.2% | +372.9% | +362.2% |
| All | +556.2% | +166.7% | +389.5% | +362.2% |
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