+92.7%
SLV vs MOS
-32.9%
+125.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.4% |
| 7D | -3.9% | -2.6% | -1.3% | -3.4% |
| 30D | -15.6% | +13.5% | -29.1% | -17.9% |
| 3M | -23.6% | -2.9% | -20.7% | -23.5% |
| 6M | -42.6% | -1.0% | -41.6% | -42.8% |
| YTD | -30.0% | -7.2% | -22.8% | -29.0% |
| 1Y | -6.6% | -11.4% | +4.8% | -4.9% |
| 3Y | +121.8% | -29.0% | +150.8% | +128.0% |
| 5Y | +92.7% | -34.0% | +126.7% | +95.9% |
| All | +92.7% | -32.9% | +125.6% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling