+10.3%
SLV vs MTSI
+59.5%
-49.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.4% |
| 7D | -3.9% | -10.7% | +6.8% | -1.3% |
| 30D | -14.5% | -29.0% | +14.5% | -7.7% |
| 3M | -12.4% | -14.7% | +2.3% | -10.4% |
| 6M | -28.5% | -20.1% | -8.4% | -26.2% |
| YTD | -26.8% | +36.1% | -62.9% | -33.8% |
| 1Y | +10.3% | +61.7% | -51.4% | -3.4% |
| All | +10.3% | +59.5% | -49.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling