+157.7%
SLV vs MAGS
+186.6%
-29.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +2.5% | +1.2% | +1.3% | +2.1% |
| 30D | +3.3% | -0.1% | +3.4% | +3.3% |
| 3M | -3.6% | +3.8% | -7.4% | -4.8% |
| 6M | -21.8% | +13.2% | -35.1% | -24.3% |
| YTD | -7.8% | +4.7% | -12.6% | -9.3% |
| 1Y | +58.3% | +14.4% | +43.9% | +52.9% |
| 3Y | +182.6% | +128.6% | +54.0% | +146.7% |
| All | +157.7% | +186.6% | -29.0% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling