+2,198.0%
TRV vs MKSI
+2,222.5%
-24.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.8% |
| 7D | +1.9% | +2.7% | -0.8% | +1.5% |
| 30D | +1.7% | -12.8% | +14.5% | +3.6% |
| 3M | +23.9% | -22.5% | +46.4% | +26.7% |
| 6M | +26.3% | +19.4% | +6.9% | +19.8% |
| YTD | +30.8% | +67.7% | -36.9% | +16.9% |
| 1Y | +36.3% | +131.4% | -95.1% | +14.6% |
| 3Y | +145.0% | +197.3% | -52.3% | +87.7% |
| 5Y | +163.9% | +87.0% | +76.9% | +111.3% |
| 10Y | +305.8% | +522.1% | -216.3% | +151.4% |
| All | +2,198.0% | +2,222.5% | -24.5% | +1,000.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling