+171.1%
SLV vs MAS
+213.7%
-42.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +5.1% | +2.0% | +3.1% | +4.8% |
| 30D | -12.9% | +19.4% | -32.3% | -15.3% |
| 3M | -16.1% | +9.4% | -25.5% | -17.3% |
| 6M | -33.2% | +15.3% | -48.5% | -34.9% |
| YTD | -27.2% | +31.3% | -58.6% | -30.7% |
| 1Y | +7.6% | +34.9% | -27.2% | +2.1% |
| 3Y | +122.3% | +58.6% | +63.7% | +103.0% |
| 5Y | +109.7% | +40.7% | +69.0% | +92.5% |
| All | +171.1% | +213.7% | -42.6% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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