+122.6%
SLV vs MTSI
+153.8%
-31.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.4% | +17.9% | +3.0% |
| 7D | -0.7% | -24.6% | +23.8% | +4.3% |
| 30D | -15.4% | -45.7% | +30.4% | -5.4% |
| 3M | -16.3% | -27.7% | +11.4% | -12.2% |
| 6M | -28.8% | -37.3% | +8.5% | -23.7% |
| YTD | -27.1% | +11.1% | -38.3% | -29.9% |
| 1Y | +7.5% | +27.2% | -19.7% | +1.2% |
| All | +122.6% | +153.8% | -31.2% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling