+182.0%
SLV vs MTSI
+498.4%
-316.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -3.1% |
| 7D | -3.9% | +29.1% | -33.0% | -6.7% |
| 30D | -15.6% | -20.4% | +4.8% | -13.9% |
| 3M | -23.6% | -20.9% | -2.7% | -22.2% |
| 6M | -42.6% | -32.3% | -10.3% | -40.8% |
| YTD | -30.0% | +43.5% | -73.4% | -33.3% |
| 1Y | -6.6% | +43.8% | -50.4% | -11.1% |
| 3Y | +121.8% | +218.8% | -96.9% | +94.0% |
| 5Y | +92.7% | +228.3% | -135.7% | +65.8% |
| All | +182.0% | +498.4% | -316.4% | +122.1% |
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