+119.6%
SLV vs MSTU
-85.2%
+204.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | -0.3% | +21.3% | -21.7% | -1.8% |
| 30D | +6.7% | +90.8% | -84.1% | +1.8% |
| 3M | -10.7% | -6.8% | -3.9% | -12.1% |
| 6M | -20.6% | -39.8% | +19.2% | -20.9% |
| YTD | -7.1% | -55.7% | +48.5% | -8.0% |
| 1Y | +62.0% | -92.7% | +154.6% | +67.7% |
| All | +119.6% | -85.2% | +204.8% | +110.7% |
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