+165.7%
SLV vs MOS
-8.7%
+174.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -0.3% | +9.5% | -9.9% | -2.0% |
| 30D | +6.7% | +10.4% | -3.7% | +4.7% |
| 3M | -10.7% | +12.9% | -23.6% | -12.9% |
| 6M | -20.6% | +1.2% | -21.8% | -21.4% |
| YTD | -7.1% | +9.3% | -16.5% | -8.4% |
| 1Y | +62.0% | -18.0% | +80.0% | +65.1% |
| 3Y | +169.8% | -29.0% | +198.8% | +174.6% |
| All | +165.7% | -8.7% | +174.5% | +159.1% |
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