+164.7%
SLV vs MTSI
+454.4%
-289.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.3% |
| 7D | +3.7% | -3.8% | +7.5% | +3.8% |
| 30D | -15.2% | -31.4% | +16.2% | -11.9% |
| 3M | -21.8% | -23.8% | +2.0% | -20.0% |
| 6M | -36.3% | -37.1% | +0.7% | -33.9% |
| YTD | -27.8% | +32.2% | -60.1% | -30.6% |
| 1Y | +1.5% | +26.9% | -25.4% | -2.0% |
| 3Y | +128.5% | +193.7% | -65.2% | +102.1% |
| 5Y | +103.2% | +218.0% | -114.8% | +76.3% |
| 10Y | +164.7% | +477.8% | -313.1% | +112.6% |
| All | +164.7% | +454.4% | -289.7% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling