+112.4%
MS vs SLV
+107.9%
+4.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.6% | +5.1% | -6.6% | -2.3% |
| 30D | -3.8% | -12.9% | +9.1% | -1.8% |
| 3M | -14.6% | -16.1% | +1.5% | -12.6% |
| 6M | -5.1% | -33.2% | +28.1% | -0.2% |
| YTD | +4.5% | -27.2% | +31.8% | +4.2% |
| 1Y | +13.5% | +7.6% | +5.9% | +4.6% |
| 3Y | +160.4% | +122.3% | +38.1% | +106.8% |
| All | +112.4% | +107.9% | +4.5% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling