+92.1%
MA vs TRV
+178.6%
-86.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.8% | -2.4% | +0.6% | -0.8% |
| 30D | +11.0% | +7.5% | +3.6% | +8.1% |
| 3M | +17.9% | +6.7% | +11.2% | +15.0% |
| 6M | +33.2% | +35.5% | -2.3% | +17.9% |
| YTD | +16.5% | +39.3% | -22.8% | +1.8% |
| 1Y | +19.1% | +41.8% | -22.7% | +3.4% |
| 3Y | +70.6% | +147.3% | -76.7% | +18.6% |
| 5Y | +92.1% | +178.3% | -86.2% | +21.6% |
| All | +92.1% | +178.6% | -86.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling