+113.7%
SLV vs MTSI
+208.2%
-94.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.0% | -6.3% | +1.2% |
| 7D | +5.6% | +3.5% | +2.1% | +4.4% |
| 30D | -12.1% | -30.3% | +18.2% | -7.1% |
| 3M | -16.3% | -26.0% | +9.7% | -12.9% |
| 6M | -34.1% | -36.1% | +2.0% | -30.2% |
| YTD | -25.3% | +34.3% | -59.6% | -30.1% |
| 1Y | +9.6% | +35.3% | -25.7% | +2.3% |
| 3Y | +132.7% | +217.6% | -85.0% | +88.6% |
| 5Y | +113.7% | +210.1% | -96.4% | +65.4% |
| All | +113.7% | +208.2% | -94.5% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling