+357.4%
TRV vs MAS
+230.1%
+127.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.4% |
| 7D | -0.9% | +3.3% | -4.2% | -1.9% |
| 30D | +7.2% | +25.5% | -18.3% | 0.0% |
| 3M | +3.2% | +11.8% | -8.6% | -0.5% |
| 6M | +33.6% | +21.3% | +12.3% | +24.7% |
| YTD | +37.8% | +37.7% | 0.0% | +22.5% |
| 1Y | +43.4% | +41.0% | +2.4% | +26.4% |
| 3Y | +146.7% | +63.0% | +83.7% | +100.9% |
| 5Y | +176.1% | +44.1% | +132.0% | +130.1% |
| 10Y | +357.4% | +224.3% | +133.1% | +190.5% |
| All | +357.4% | +230.1% | +127.3% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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