+89.9%
SLV vs MTSI
+206.4%
-116.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.2% |
| 7D | -5.8% | +10.0% | -15.8% | -7.5% |
| 30D | -12.1% | -20.3% | +8.2% | -9.3% |
| 3M | -24.1% | -24.4% | +0.3% | -21.4% |
| 6M | -44.4% | -39.2% | -5.2% | -40.7% |
| YTD | -31.5% | +35.5% | -67.0% | -36.1% |
| 1Y | -6.9% | +43.0% | -50.0% | -13.9% |
| 3Y | +116.0% | +196.3% | -80.3% | +76.2% |
| All | +89.9% | +206.4% | -116.5% | +46.3% |
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