+920.4%
MSFT vs SLV
+169.5%
+750.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.3% |
| 7D | +7.5% | +5.6% | +1.9% | +6.7% |
| 30D | +1.9% | -12.1% | +14.0% | +3.8% |
| 3M | +9.2% | -16.3% | +25.5% | +11.8% |
| 6M | +31.9% | -34.1% | +65.9% | +39.1% |
| YTD | +13.4% | -25.3% | +38.7% | +13.9% |
| 1Y | +10.6% | +9.6% | +1.0% | +3.1% |
| 3Y | +54.7% | +132.7% | -78.0% | +22.4% |
| 5Y | +69.1% | +113.7% | -44.6% | +33.7% |
| 10Y | +920.4% | +175.9% | +744.5% | +625.1% |
| All | +920.4% | +169.5% | +750.8% | +625.1% |
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