+7.6%
SLV vs MTSI
+38.8%
-31.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -2.5% |
| 7D | +5.1% | -10.0% | +15.1% | +6.9% |
| 30D | -12.9% | -37.2% | +24.3% | -3.6% |
| 3M | -16.1% | -30.1% | +14.0% | -10.2% |
| 6M | -33.2% | -31.9% | -1.3% | -28.8% |
| YTD | -27.2% | +23.2% | -50.4% | -35.8% |
| 1Y | +7.6% | +26.4% | -18.8% | -5.7% |
| All | +7.6% | +38.8% | -31.2% | -5.7% |
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