+91.5%
SLV vs MAGS
+184.9%
-93.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -5.8% | +1.7% | -7.5% | -6.4% |
| 30D | -12.1% | -5.8% | -6.3% | -10.3% |
| 3M | -24.1% | +0.2% | -24.4% | -24.0% |
| 6M | -44.4% | -2.7% | -41.7% | -43.8% |
| YTD | -31.5% | +4.1% | -35.6% | -32.3% |
| 1Y | -6.9% | +7.5% | -14.5% | -8.6% |
| 3Y | +116.0% | +122.0% | -6.0% | +89.7% |
| All | +91.5% | +184.9% | -93.4% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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