+165.7%
SLV vs MTSI
+320.9%
-155.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.8% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +6.7% | +2.1% | +4.6% | +5.8% |
| 3M | -10.7% | -29.7% | +19.0% | -6.0% |
| 6M | -20.6% | +12.5% | -33.1% | -23.1% |
| YTD | -7.1% | +57.0% | -64.2% | -14.6% |
| 1Y | +62.0% | +103.9% | -41.9% | +43.1% |
| 3Y | +169.8% | +223.6% | -53.7% | +118.9% |
| All | +165.7% | +320.9% | -155.1% | +99.8% |
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