+72.1%
SLV vs MSTU
-89.5%
+161.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +5.1% | -4.3% | +9.4% | +5.2% |
| 30D | -12.9% | -34.6% | +21.7% | -10.9% |
| 3M | -16.1% | +39.0% | -55.1% | -19.1% |
| 6M | -33.2% | -70.5% | +37.3% | -31.1% |
| YTD | -27.2% | -68.6% | +41.4% | -27.0% |
| 1Y | +7.6% | -88.6% | +96.3% | +10.7% |
| All | +72.1% | -89.5% | +161.6% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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