+5,256.1%
MS vs TRV
+4,828.1%
+428.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.9% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | -3.8% | +9.6% | -13.4% | -10.5% |
| 3M | -14.6% | +2.7% | -17.3% | -16.7% |
| 6M | -5.1% | +32.0% | -37.1% | -25.2% |
| YTD | +4.5% | +37.8% | -33.3% | -21.0% |
| 1Y | +13.5% | +45.2% | -31.7% | -17.8% |
| 3Y | +160.4% | +145.3% | +15.1% | +18.9% |
| 5Y | +112.9% | +172.3% | -59.4% | -13.4% |
| 10Y | +633.4% | +367.3% | +266.1% | +82.8% |
| All | +5,256.1% | +4,828.1% | +428.0% | +258.2% |
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 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