+868.6%
MSFT vs SLV
+216.1%
+652.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -1.4% | +2.5% | -3.9% | -1.8% |
| 30D | -1.0% | +3.3% | -4.3% | -1.6% |
| 3M | +20.2% | -3.6% | +23.8% | +20.5% |
| 6M | +21.3% | -21.8% | +43.1% | +24.7% |
| YTD | +2.8% | -7.8% | +10.6% | +0.3% |
| 1Y | 0.0% | +58.3% | -58.3% | -12.4% |
| 3Y | +51.2% | +182.6% | -131.3% | +16.5% |
| 5Y | +71.4% | +167.8% | -96.4% | +31.3% |
| 10Y | +868.6% | +218.9% | +649.8% | +574.4% |
| All | +868.6% | +216.1% | +652.5% | +574.4% |
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 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