+15,819.0%
MA vs TRV
+1,378.2%
+14,440.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +2.0% | -0.7% | +0.2% |
| 30D | +9.6% | +6.7% | +2.9% | +5.9% |
| 3M | +16.8% | +9.4% | +7.4% | +11.4% |
| 6M | +35.2% | +37.7% | -2.5% | +13.4% |
| YTD | +16.6% | +40.6% | -24.0% | -3.5% |
| 1Y | +19.8% | +42.4% | -22.7% | -1.5% |
| 3Y | +70.7% | +148.1% | -77.4% | +1.9% |
| 5Y | +87.4% | +181.7% | -94.3% | +2.1% |
| 10Y | +570.0% | +352.6% | +217.5% | +167.7% |
| All | +15,819.0% | +1,378.2% | +14,440.8% | +3,254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling