+241.4%
SLV vs MAS
+374.5%
-133.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.5% | +4.5% |
| 7D | -3.9% | +14.2% | -18.0% | -5.4% |
| 30D | -14.5% | +26.8% | -41.3% | -16.9% |
| 3M | -12.4% | +13.1% | -25.5% | -13.8% |
| 6M | -28.5% | +27.9% | -56.4% | -30.7% |
| YTD | -26.8% | +38.7% | -65.5% | -29.9% |
| 1Y | +10.3% | +40.4% | -30.0% | +5.5% |
| 3Y | +122.2% | +66.1% | +56.1% | +106.5% |
| 5Y | +114.4% | +47.4% | +66.9% | +99.9% |
| 10Y | +170.1% | +238.3% | -68.2% | +127.2% |
| All | +241.4% | +374.5% | -133.0% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling