+214.0%
SLV vs MOS
+5.8%
+208.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -0.3% | +9.5% | -9.9% | -1.6% |
| 30D | +6.7% | +10.4% | -3.7% | +5.1% |
| 3M | -10.7% | +12.9% | -23.6% | -12.4% |
| 6M | -20.6% | +1.2% | -21.8% | -21.2% |
| YTD | -7.1% | +9.3% | -16.5% | -8.3% |
| 1Y | +62.0% | -18.0% | +80.0% | +64.9% |
| 3Y | +169.8% | -29.0% | +198.8% | +175.4% |
| 5Y | +161.5% | -9.6% | +171.0% | +155.0% |
| All | +214.0% | +5.8% | +208.2% | +183.6% |
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