+364.3%
TRV vs MAS
+213.7%
+150.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -0.3% | +2.0% | -2.2% | -0.9% |
| 30D | +9.6% | +19.4% | -9.8% | +3.8% |
| 3M | +2.7% | +9.4% | -6.7% | -0.3% |
| 6M | +32.0% | +15.3% | +16.7% | +25.2% |
| YTD | +37.8% | +31.3% | +6.5% | +24.3% |
| 1Y | +45.2% | +34.9% | +10.4% | +29.8% |
| 3Y | +145.3% | +58.6% | +86.7% | +101.3% |
| 5Y | +172.3% | +40.7% | +131.6% | +128.0% |
| All | +364.3% | +213.7% | +150.6% | +200.3% |
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