+31.3%
MS vs TRV
+20.3%
+11.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | -0.3% | -3.4% | +3.2% | -0.7% |
| 3M | +0.3% | +26.4% | -26.1% | -0.1% |
| 6M | +31.3% | +19.3% | +12.0% | +32.4% |
| All | +31.3% | +20.3% | +11.1% | +32.4% |
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 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