+110.0%
SLV vs MOS
-31.6%
+141.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.1% |
| 7D | -0.7% | +22.5% | -23.2% | -4.7% |
| 30D | -15.4% | +6.6% | -22.0% | -16.7% |
| 3M | -16.3% | -3.8% | -12.5% | -16.1% |
| 6M | -28.8% | -2.2% | -26.6% | -29.0% |
| YTD | -27.1% | -4.8% | -22.4% | -26.5% |
| 1Y | +7.5% | -11.7% | +19.2% | +9.3% |
| 3Y | +121.2% | -26.5% | +147.7% | +125.9% |
| 5Y | +110.0% | -32.2% | +142.2% | +113.5% |
| All | +110.0% | -31.6% | +141.5% | +113.5% |
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