+89.7%
SLV vs MTSI
+1,308.1%
-1,218.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +6.7% | +2.1% | +4.6% | +6.2% |
| 3M | -10.7% | -29.7% | +19.0% | -8.2% |
| 6M | -20.6% | +12.5% | -33.1% | -21.8% |
| YTD | -7.1% | +57.0% | -64.2% | -11.1% |
| 1Y | +62.0% | +103.9% | -41.9% | +51.8% |
| 3Y | +169.8% | +223.6% | -53.7% | +142.1% |
| 5Y | +161.5% | +321.6% | -160.1% | +128.4% |
| 10Y | +224.4% | +517.7% | -293.3% | +165.9% |
| All | +89.7% | +1,308.1% | -1,218.4% | +48.5% |
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