+249.2%
SLV vs MSFU
+72.2%
+177.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.4% |
| 7D | +2.5% | -3.2% | +5.7% | +2.9% |
| 30D | +3.3% | -3.1% | +6.4% | +3.6% |
| 3M | -3.6% | +35.3% | -38.9% | -8.6% |
| 6M | -21.8% | +31.6% | -53.4% | -26.1% |
| YTD | -7.8% | -9.5% | +1.7% | -8.7% |
| 1Y | +58.3% | -18.4% | +76.7% | +58.5% |
| 3Y | +182.6% | +26.9% | +155.6% | +155.9% |
| All | +249.2% | +72.2% | +177.0% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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