+323.3%
SLV vs MRNA
+554.4%
-231.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.9% |
| 7D | -2.8% | -1.1% | -1.8% | -2.8% |
| 30D | -1.6% | +126.1% | -127.7% | -6.9% |
| 3M | -4.4% | +190.0% | -194.5% | -10.6% |
| 6M | -25.4% | +157.2% | -182.6% | -30.0% |
| YTD | -9.8% | +388.2% | -398.0% | -16.8% |
| 1Y | +53.8% | +467.0% | -413.2% | +41.3% |
| 3Y | +174.7% | +36.1% | +138.6% | +155.2% |
| 5Y | +164.3% | -68.0% | +232.3% | +144.9% |
| All | +323.3% | +554.4% | -231.1% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 10y: compounded portfolio wealth divided by compounded MRNA 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…
10y analysis · Full analysis span regression · 6 months rolling