+174.8%
MS vs SLV
+132.0%
+42.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.7% |
| 7D | +0.7% | +5.6% | -4.9% | -0.1% |
| 30D | -0.9% | -12.1% | +11.2% | +0.8% |
| 3M | -13.0% | -16.3% | +3.3% | -11.0% |
| 6M | -2.0% | -34.1% | +32.1% | +2.9% |
| YTD | +7.8% | -25.3% | +33.1% | +5.9% |
| 1Y | +17.9% | +9.6% | +8.2% | +6.1% |
| 3Y | +174.8% | +132.7% | +42.1% | +102.0% |
| All | +174.8% | +132.0% | +42.8% | +102.0% |
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