+62.4%
MSFT vs SLV
+90.3%
-27.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -1.3% | -5.8% | +4.6% | -0.5% |
| 30D | -1.8% | -12.1% | +10.3% | -0.3% |
| 3M | +5.6% | -24.1% | +29.8% | +9.1% |
| 6M | +29.8% | -44.4% | +74.2% | +38.7% |
| YTD | +9.0% | -31.5% | +40.5% | +9.9% |
| 1Y | +4.9% | -6.9% | +11.9% | -0.2% |
| 3Y | +46.2% | +116.0% | -69.8% | +14.9% |
| All | +62.4% | +90.3% | -27.9% | +23.6% |
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