+13,824.1%
MA vs TRV
+1,249.4%
+12,574.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | +1.5% | -3.4% | +5.0% | +3.4% |
| 3M | +20.4% | +26.4% | -6.0% | +5.8% |
| 6M | +11.1% | +19.3% | -8.2% | +0.4% |
| YTD | +2.0% | +28.3% | -26.4% | -11.4% |
| 1Y | -2.2% | +34.3% | -36.4% | -17.1% |
| 3Y | +41.9% | +140.1% | -98.2% | -14.1% |
| 5Y | +75.4% | +155.7% | -80.4% | +0.5% |
| 10Y | +527.5% | +285.5% | +242.0% | +172.9% |
| All | +13,824.1% | +1,249.4% | +12,574.8% | +2,979.5% |
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