+214.0%
SLV vs MAS
+137.9%
+76.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | -0.3% | -0.8% | +0.4% | -0.2% |
| 30D | +6.7% | -5.6% | +12.3% | +7.5% |
| 3M | -10.7% | +4.4% | -15.1% | -11.6% |
| 6M | -20.6% | +7.2% | -27.8% | -21.8% |
| YTD | -7.1% | +16.1% | -23.2% | -9.8% |
| 1Y | +62.0% | +0.1% | +61.9% | +60.3% |
| 3Y | +169.8% | +28.3% | +141.5% | +154.9% |
| 5Y | +161.5% | +30.5% | +131.0% | +143.1% |
| All | +214.0% | +137.9% | +76.1% | +175.0% |
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