+40.1%
MA vs TRV
+138.2%
-98.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -1.8% | +0.5% | -2.2% | -1.9% |
| 30D | +1.4% | -4.9% | +6.3% | +3.2% |
| 3M | +17.7% | +23.7% | -6.0% | +8.3% |
| 6M | +9.7% | +20.3% | -10.6% | +1.8% |
| YTD | +0.5% | +27.1% | -26.6% | -8.7% |
| 1Y | -2.1% | +35.3% | -37.4% | -13.2% |
| 3Y | +40.1% | +139.8% | -99.7% | +7.8% |
| All | +40.1% | +138.2% | -98.1% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling