+178.6%
TRV vs MAS
+42.7%
+135.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +1.4% | +3.6% | -2.2% | +0.6% |
| 30D | +8.7% | +23.8% | -15.1% | +4.2% |
| 3M | +7.1% | +14.4% | -7.4% | +4.1% |
| 6M | +35.5% | +19.7% | +15.7% | +30.0% |
| YTD | +39.7% | +36.0% | +3.8% | +30.0% |
| 1Y | +44.1% | +40.4% | +3.7% | +33.1% |
| 3Y | +148.1% | +58.9% | +89.2% | +120.2% |
| 5Y | +178.6% | +44.5% | +134.0% | +152.1% |
| All | +178.6% | +42.7% | +135.9% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling