+893.1%
MSFT vs SLV
+162.4%
+730.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.7% | +5.1% | -3.4% | +0.9% |
| 30D | +0.2% | -12.9% | +13.1% | +2.1% |
| 3M | +6.4% | -16.1% | +22.4% | +8.8% |
| 6M | +28.7% | -33.2% | +61.9% | +35.5% |
| YTD | +10.4% | -27.2% | +37.7% | +11.3% |
| 1Y | +7.6% | +7.6% | 0.0% | +0.5% |
| 3Y | +52.3% | +122.3% | -70.0% | +21.5% |
| 5Y | +64.5% | +109.7% | -45.2% | +30.4% |
| All | +893.1% | +162.4% | +730.7% | +608.5% |
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