+122.3%
SLV vs MOS
-26.6%
+149.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +5.1% | +21.6% | -16.5% | -0.4% |
| 30D | -12.9% | +12.0% | -24.9% | -15.8% |
| 3M | -16.1% | -3.9% | -12.2% | -15.7% |
| 6M | -33.2% | -3.3% | -29.8% | -33.3% |
| YTD | -27.2% | -4.6% | -22.6% | -26.0% |
| 1Y | +7.6% | -7.0% | +14.6% | +9.6% |
| 3Y | +122.3% | -24.4% | +146.8% | +123.9% |
| All | +122.3% | -26.6% | +149.0% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling