+284.1%
TRV vs MAS
+137.9%
+146.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.9% |
| 7D | -0.1% | -0.8% | +0.6% | +0.1% |
| 30D | -3.4% | -5.6% | +2.1% | -1.9% |
| 3M | +26.4% | +4.4% | +22.0% | +23.9% |
| 6M | +19.3% | +7.2% | +12.1% | +15.3% |
| YTD | +28.3% | +16.1% | +12.2% | +20.5% |
| 1Y | +34.3% | +0.1% | +34.2% | +31.9% |
| 3Y | +140.1% | +28.3% | +111.8% | +111.6% |
| 5Y | +155.7% | +30.5% | +125.3% | +118.3% |
| All | +284.1% | +137.9% | +146.2% | +161.1% |
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