-1.0%
MS vs TRV
+33.0%
-34.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +0.6% |
| 3M | -13.0% | +3.2% | -16.2% | -12.7% |
| All | -1.0% | +33.0% | -34.0% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling