+339.6%
SLV vs MRSH
+808.0%
-468.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.5% |
| 7D | +2.8% | -5.9% | +8.6% | +3.6% |
| 30D | +2.2% | -7.3% | +9.5% | +3.2% |
| 3M | +2.9% | +7.4% | -4.5% | +1.6% |
| 6M | -22.4% | -0.7% | -21.7% | -22.8% |
| YTD | -5.7% | -3.2% | -2.6% | -6.0% |
| 1Y | +63.3% | -10.6% | +73.9% | +64.7% |
| 3Y | +189.0% | -4.6% | +193.6% | +186.6% |
| 5Y | +172.7% | +19.3% | +153.4% | +159.0% |
| 10Y | +235.3% | +217.3% | +18.0% | +171.0% |
| All | +339.6% | +808.0% | -468.3% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 all: compounded portfolio wealth divided by compounded MRSH 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…
all analysis · Full analysis span regression · 6 months rolling