+15.9%
MS vs TRV
+44.1%
-28.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | -0.9% | +7.2% | -8.1% | 0.0% |
| 3M | -13.0% | +3.2% | -16.2% | -12.7% |
| 6M | -2.0% | +33.6% | -35.6% | +1.6% |
| YTD | +7.8% | +37.8% | -30.0% | +11.5% |
| All | +15.9% | +44.1% | -28.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling