+344.9%
TRV vs MAS
+214.3%
+130.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | +8.0% | +21.6% | -13.6% | +1.7% |
| 3M | +9.3% | +14.1% | -4.8% | +4.7% |
| 6M | +36.2% | +22.6% | +13.6% | +26.7% |
| YTD | +40.6% | +35.4% | +5.1% | +25.6% |
| 1Y | +43.1% | +37.5% | +5.6% | +27.1% |
| 3Y | +149.6% | +58.3% | +91.3% | +105.3% |
| 5Y | +181.6% | +39.1% | +142.6% | +138.0% |
| All | +344.9% | +214.3% | +130.6% | +186.7% |
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