+89.9%
SLV vs MOS
-33.6%
+123.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -5.8% | -2.0% | -3.9% | -5.5% |
| 30D | -12.1% | +15.3% | -27.4% | -14.7% |
| 3M | -24.1% | +1.5% | -25.6% | -24.6% |
| 6M | -44.4% | -2.0% | -42.4% | -44.6% |
| YTD | -31.5% | -6.5% | -25.0% | -30.7% |
| 1Y | -6.9% | -11.1% | +4.1% | -5.3% |
| 3Y | +116.0% | -30.3% | +146.3% | +122.4% |
| All | +89.9% | -33.6% | +123.5% | +92.9% |
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