+481.0%
MSTR vs SLV
+172.6%
+308.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.5% |
| 7D | -13.4% | -5.8% | -7.6% | -11.1% |
| 30D | -22.1% | -12.1% | -9.9% | -17.4% |
| 3M | +15.0% | -24.1% | +39.1% | +30.4% |
| 6M | -37.3% | -44.4% | +7.1% | -20.0% |
| YTD | -26.5% | -31.5% | +5.0% | -19.7% |
| 1Y | -46.5% | -6.9% | -39.5% | -49.5% |
| 3Y | +121.1% | +116.0% | +5.1% | +41.5% |
| 5Y | +37.5% | +88.4% | -50.9% | -9.4% |
| All | +481.0% | +172.6% | +308.4% | +237.4% |
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