+48.8%
SLV vs MTSI
+896.6%
-847.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.4% | +17.9% | +1.2% |
| 7D | -0.7% | -24.6% | +23.8% | +1.7% |
| 30D | -15.4% | -45.7% | +30.4% | -10.7% |
| 3M | -16.3% | -27.7% | +11.4% | -14.3% |
| 6M | -28.8% | -37.3% | +8.5% | -26.3% |
| YTD | -27.1% | +11.1% | -38.3% | -28.2% |
| 1Y | +7.5% | +27.2% | -19.7% | +4.7% |
| 3Y | +121.2% | +153.7% | -32.5% | +102.8% |
| 5Y | +110.0% | +159.0% | -49.0% | +90.3% |
| 10Y | +168.8% | +405.6% | -236.8% | +125.5% |
| All | +48.8% | +896.6% | -847.8% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling