+794.2%
MS vs TRV
+282.1%
+512.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +2.5% | +0.5% | +2.0% | +2.2% |
| 30D | 0.0% | -4.9% | +4.8% | +2.9% |
| 3M | +2.4% | +23.7% | -21.3% | -11.5% |
| 6M | +36.4% | +20.3% | +16.1% | +19.5% |
| YTD | +23.8% | +27.1% | -3.2% | +4.3% |
| 1Y | +48.6% | +35.3% | +13.3% | +19.5% |
| 3Y | +179.1% | +139.8% | +39.3% | +46.4% |
| 5Y | +144.8% | +153.9% | -9.0% | +19.5% |
| 10Y | +794.2% | +285.9% | +508.3% | +223.4% |
| All | +794.2% | +282.1% | +512.1% | +223.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling