+432.1%
MS vs SLV
+263.8%
+168.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.8% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -3.9% | -15.4% | +11.5% | -0.6% |
| 3M | -15.9% | -16.3% | +0.4% | -13.0% |
| 6M | -2.5% | -28.8% | +26.3% | +3.7% |
| YTD | +5.1% | -27.1% | +32.2% | +7.1% |
| 1Y | +13.0% | +7.5% | +5.4% | +5.1% |
| 3Y | +160.7% | +121.2% | +39.5% | +103.1% |
| 5Y | +114.0% | +110.0% | +4.1% | +66.0% |
| 10Y | +637.5% | +168.8% | +468.7% | +412.3% |
| All | +432.1% | +263.8% | +168.3% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling