+161.8%
MS vs SLV
+121.2%
+40.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.9% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -3.9% | -15.4% | +11.5% | -1.7% |
| 3M | -15.9% | -16.3% | +0.4% | -13.9% |
| 6M | -2.5% | -28.8% | +26.3% | +1.5% |
| YTD | +5.1% | -27.1% | +32.2% | +3.6% |
| 1Y | +13.0% | +7.5% | +5.4% | +2.0% |
| All | +161.8% | +121.2% | +40.7% | +92.4% |
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 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