+173.8%
TRV vs MAS
+39.2%
+134.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -0.3% | +2.0% | -2.2% | -0.6% |
| 30D | +9.6% | +19.4% | -9.8% | +5.9% |
| 3M | +2.7% | +9.4% | -6.7% | +0.8% |
| 6M | +32.0% | +15.3% | +16.7% | +27.7% |
| YTD | +37.8% | +31.3% | +6.5% | +29.1% |
| 1Y | +45.2% | +34.9% | +10.4% | +35.3% |
| 3Y | +145.3% | +58.6% | +86.7% | +117.8% |
| All | +173.8% | +39.2% | +134.7% | +148.4% |
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