+183.2%
SLV vs MOS
-1.8%
+185.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | +5.5% | -6.5% | -1.9% |
| 30D | -14.2% | +21.0% | -35.1% | -16.6% |
| 3M | -20.3% | -0.5% | -19.9% | -20.5% |
| 6M | -40.2% | +6.6% | -46.8% | -41.0% |
| YTD | -27.6% | -2.8% | -24.8% | -27.5% |
| 1Y | +0.4% | -8.1% | +8.5% | +1.1% |
| 3Y | +129.4% | -25.6% | +154.9% | +133.4% |
| 5Y | +99.8% | -29.8% | +129.5% | +101.0% |
| 10Y | +183.2% | +0.6% | +182.7% | +157.8% |
| All | +183.2% | -1.8% | +185.1% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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