+348.3%
TRV vs MAS
+217.4%
+131.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | +7.5% | +23.6% | -16.1% | +0.7% |
| 3M | +6.7% | +12.4% | -5.7% | +2.7% |
| 6M | +35.5% | +21.9% | +13.6% | +26.3% |
| YTD | +39.3% | +36.1% | +3.1% | +24.3% |
| 1Y | +41.8% | +39.5% | +2.3% | +25.4% |
| 3Y | +147.3% | +59.1% | +88.2% | +103.1% |
| 5Y | +178.3% | +44.4% | +133.9% | +131.5% |
| 10Y | +348.3% | +217.0% | +131.4% | +187.8% |
| All | +348.3% | +217.4% | +131.0% | +187.8% |
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