Appendix S1. Methodological details 1. definitions of states and events Definitions of breeding status The breeding status of each individual in each year was recorded as NB (Non-breeder, i.e., no egg laid), UB (Unsuccessful Breeder, i.e., failure during incubation or chick-rearing) or SB (Successful Breeder, i.e., fledged chick). There was no uncertainty concerning the breeding status of our study birds. We also computed the average breeding success of the population in a given year (BSmean). Definitions of nest fidelity The nest fidelity status of each individual in each year t was recorded as either F (faithful) if it retained the same nest as in year t-1 , or C (changing) if it bred in another nest in year t. An uncertain status with respect to nest fidelity was given in year t to breeding birds if their status or nest in year t-1 was unknown (the detailed algorithm is presented in Robert et al. 2014). Definitions of nest quality The quality of a given nesting site was defined based on achieved reproductive output in this nest over the period 2000-2012. Using the mixed-effects model developed in Robert et al. (2014), we estimated random effects associated with nesting sites (n=175 nesting sites) while accounting for the differences in the quality of the breeding pairs occupying nests and year-to-year differences in average breeding success. Nests were then categorized in three distinct groups (L, M and H, for low, medium and high quality nests) based on tertile cut. Importantly, as petrels are long-lived and highly faithful to their nesting sites, some nests may be systematically associated with the same breeding pairs (thus, the “quality” of the nest may actually reflect the quality of the breeding pair rather than nest quality). Over the 13 breeding seasons considered in this study, most nests (62%) were used by several breeding pairs (mean =2.2±0.1). Thus, our nest quality index includes a longitudinal component (history of successes and failures by several pairs in a given nest), which is related to the intrinsic quality of the nest, although it may also partly reflect breeders’ quality. Clearly, the nest quality information is partly redundant with our “breeder quality” index based on nest fidelity. However, the “nest quality” index is computed over the long term at the population level, while the “breeder quality” only depends on the behaviour of the focal individual in the previous year. Definitions of age classes As in many colonial seabirds (see, e.g., Jenouvrier et al. 2008), immature Monteiro’s stormpetrels remain unobservable at sea for several years before returning to their colony to breed. In the wild, the age at first breeding varies among individuals, but the youngest firsttime breeders are two years old. Here, we analyzed histories of birds starting from the year when they were observed for the first time after returning to the colony (i.e., only adult birds were considered; for birds marked as chicks, their history before departing to sea was not considered). We nevertheless used the available information on bird capture-markrecapture (CMR) history to model the age of the birds. However, as most of the birds considered in our CMR histories were marked as adults of unknown age (n=399 out of 472 individuals), classical age effects could not be used. Therefore, we modeled the age class as a binary state (“Y” state, younger than x years old, versus “O” state, x years old or older) and included uncertainty (“U” state) on the age class assessment (for individuals marked as adults) in the multi-event modelling. The minimum age at first breeding for Monteiro’s storm-petrels is two years old (Bried & Bolton 2005). We therefore assumed that the individuals marked as adults were at least two years old upon first capture. In each time step, for each individual, the assignment of events was based on the following rules: - for birds captured for the first time in year t0 as chicks, the age status was “Y” between years t0 and t0+x-1 and “O” from year t0+x. - for birds captured for the first time in year t0 as adults, the age status was “U” between years t0 and t0+x-3and “O” from year t0+x-2. 2. Combination of states and multi-event modelling A. General approach We conducted three main sets of analyses: the first one combined "reproductive performance" states and "nest fidelity states", the second one combined "reproductive performance" states and "nest quality" states and the third one combined "reproductive performance" states and "age class" states (see details on each analysis below). We performed these three analyses in parallel because combining reproductive performance, age class, nest quality and nest fidelity states resulted in a large number of states, which could not be supported by the current data set, or the software available to conduct these analyses. Interpretation of such an analysis would also be very challenging, so we only analyzed combinations of two state-types at a time. In all analyses, we considered two steps to model annual state transitions (first, survival, then transition between breeding, quality, fidelity or age states) and two steps to model events (first, recapture, then assignment to a certain or uncertain state) (all matrices are available upon request). B. Nest fidelity models Nest fidelity models were developed by combining information on reproductive performance and nest fidelity. There were 10 possible events in Capture-recapture histories (see Table 1.1 below). Table 1.1. Description of events in nest fidelity models. Number Notation Event 0 NE Not encountered (in year t) 1 NB Encountered as a non breeder (in year t) 2 UB_N Encountered as an unsuccessful breeder (in year t) following non breeding (in year t-1) 3 SB_N Encountered as a successful breeder following non breeding 4 UB_C Encountered as an unsuccessful breeder following nest change 5 SB_C Encountered as a successful breeder following nest change 6 UB_F Encountered as an unsuccessful breeder following nest fidelity 7 SB_F Encountered as a successful breeder following nest fidelity 8 UB_? Encountered as an unsuccessful breeder (in year t) with unknown nest fidelity status (but breeding at t-1) 9 SB_? Encountered as a successful breeder with unknown nest fidelity status Model patterns (i.e., GEPAT in program E-SURGE) were constrained assuming that (1) birds encountered as non-breeders in a given year could only be recaptured as NB, UB_N or SB_N in the next year; (2) birds encountered as breeders in a given year could not be recaptured as UB_N or SB_N the next year. Model selection on survival (S) was conducted by comparing models assuming equal survival for all categories, survival varying with the breeding success status, survival varying with the nest fidelity status, or different survival between all categories. Then, time effects were added to the best structure. C. Nest quality models Nest quality models were developed by combining information on breeding success and nest quality. There were 10 possible events in capture-recapture histories (see Table 1.2 below). Table 1.2. Description of events in nest quality models. Number Notation Event 0 NE Not encountered (in year t) 1 NB Encountered as a non breeder 2 UB_L Encountered as an unsuccessful breeder in a low quality nest 3 SB_L Encountered as a successful breeder in a low quality nest 4 UB_M Encountered as an unsuccessful breeder in a medium quality nest 5 SB_M Encountered as a successful breeder in a medium quality nest 6 UB_H Encountered as an unsuccessful breeder in a high quality nest 7 SB_H Encountered as a successful breeder in a high quality nest 8 UB_? Encountered as an unsuccessful breeder in a nest of uncertain quality 9 SB_? Encountered as a successful breeder in a nest of uncertain quality Model selection on survival (S) was conducted by comparing models assuming equal survival for all categories, survival varying with the reproductive performance status, survival varying with nest quality status, or different survival between all categories. Then, time effects were added to the best reproductive performance and nest quality structure. D. Age class models Age class models were developed by combining information on reproductive performance and age class. There were 10 possible events in capture-recapture histories (see Table 1.3 below). Table 1.3. Description of events in age class models. Number Notation Event 0 NE Not encountered (in year t) 1 NB_Y Encountered as a non breeder, less than x years old 2 NB_O Encountered as a non breeder, x years old or older 3 NB_? Encountered as a non breeder of unknown age class 4 UB_Y Encountered as an unsuccessful breeder, less than x years old 5 UB_O Encountered as an unsuccessful breeder, x years old or older 6 UB_? Encountered as an unsuccessful breeder of unknown age class 7 SB_Y Encountered as a successful breeder, less than x years old 8 SB_O Encountered as a successful breeder, x years old or older 9 SB_? Encountered as a successful breeder of unknown age class Model patterns (i.e., GEPAT in program E-SURGE) were constrained assuming that (1) x yearold and older birds (O) could only remain in the "O" category; (2) birds from the "unknown age" category could only remain in this category or move to the "O" category. Model selection on survival (S) was conducted by comparing models assuming equal survival for all categories, survival varying with reproductive performance status, survival varying with age class status, or different survival between all categories. Time effects were added to the best age and reproductive structure. We investigated several age thresholds x to define “young” and “older” birds, ranging from x=4 years to x=8 years. 3. Relationship between reproductive performance and age In order to check that reproductive performance does improve with age, we considered the best age structure obtained from our survival analysis (to dichotomize between young and older birds) and we assessed the effect of age class on reproductive performance using generalized mixed effects models with a binomial error (n=254 breeding events). The current year and bird identity were included in the model as random effect variables and the sex and age class of the breeder were considered as fixed effect variables (see Robert et al. 2014 for details on modelling). Based on an age threshold x=4 years to delineate between “young” and “older” birds, our results confirmed that older birds are more likely to breed successfully than young individuals. The estimate of the age class slope on reproductive performance was 2.15±0.7 (z-value=2.7, p=0.006). 4. Qualitative predictions Below are presented qualitative patterns of reproduction-survival covariation (S-R covariation), according to the main source of variation responsible for the global pattern of positive covariation: (1) If the S-R covariation results mainly from age differences, we predict that survival will increase with age but will be the same for same-age unsuccessful (UB) and successful (SB) breeders (left panel). (2) if the S-R covariation comes mainly from breeder quality, we predict that the birds that retain their nest should survive better than those that change nest, but that survival will be similar for the UB and SB that have retained their nest (and likewise, that the UB and SB that changed nest will also have similar survival rates) (middle panel); (3) if the S-R covariation is mainly related to nest quality, we predict that survival will increase with nest quality, but will be the same for UB and SB for a given nest quality (right panel). All predictions related to reproductive performance (upper panels of the figure) were confirmed by preliminary or previous analyses (see section 3 above for the effect of age and Robert et al. 2014 for nest fidelity and quality). References for Appendix S1 Bried, J. & Bolton, M. (2005) An initial estimate of age at first return and breeding in Madeiran Storm Petrels Oceanodroma castro. Atlantic Seabirds 7, 71-74. Jenouvrier, S., Tavecchia, G., Thibault, J-C., Choquet, R. & Bretagnolle, V. (2008) Recruitment processes in long-lived species with delayed maturity: Estimating key demographic parameters. Oikos 117, 620–628. Robert, A., V.H. Paiva, M. Bolton, F. Jiguet & J. Bried (2014) Nest fidelity is driven by multiscale information in a long-lived seabird. Proceedings of the Royal Society of London B 281: 1793 20141692.