+110.0%
SLV vs MAS
+41.7%
+68.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | 0.0% |
| 7D | -0.7% | +4.6% | -5.3% | -1.3% |
| 30D | -15.4% | +19.9% | -35.2% | -17.5% |
| 3M | -16.3% | +8.9% | -25.2% | -17.4% |
| 6M | -28.8% | +20.2% | -49.0% | -30.8% |
| YTD | -27.1% | +33.9% | -61.0% | -30.5% |
| 1Y | +7.5% | +34.7% | -27.1% | +2.5% |
| 3Y | +121.2% | +60.4% | +60.8% | +103.8% |
| 5Y | +110.0% | +43.5% | +66.5% | +92.4% |
| All | +110.0% | +41.7% | +68.3% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling