+159.7%
TRV vs MKSI
+84.1%
+75.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +2.0% |
| 7D | +1.9% | +2.7% | -0.8% | +1.9% |
| 30D | +1.7% | -12.8% | +14.5% | +2.1% |
| 3M | +23.9% | -22.5% | +46.4% | +24.3% |
| 6M | +26.3% | +19.4% | +6.9% | +23.8% |
| YTD | +30.8% | +67.7% | -36.9% | +25.6% |
| 1Y | +36.3% | +131.4% | -95.1% | +27.9% |
| 3Y | +145.0% | +197.3% | -52.3% | +119.6% |
| All | +159.7% | +84.1% | +75.6% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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