+17.0%
MA vs TRV
+43.1%
-26.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +7.9% | +8.0% | -0.1% | +5.1% |
| 3M | +16.8% | +9.3% | +7.5% | +13.3% |
| 6M | +31.0% | +36.2% | -5.2% | +15.4% |
| YTD | +15.0% | +40.6% | -25.5% | -1.9% |
| 1Y | +17.0% | +43.1% | -26.0% | -1.4% |
| All | +17.0% | +43.1% | -26.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling