+49.9%
TRV vs MOS
-16.2%
+66.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +17.4% | -13.9% | +3.4% |
| 7D | +3.9% | +17.9% | -14.1% | +3.8% |
| 30D | +13.5% | +1.6% | +11.9% | +13.1% |
| 3M | +8.9% | -4.0% | +12.9% | +8.4% |
| 6M | +36.8% | -4.1% | +40.9% | +36.2% |
| YTD | +42.7% | -7.8% | +50.5% | +41.5% |
| 1Y | +49.9% | -15.6% | +65.4% | +49.3% |
| All | +49.9% | -16.2% | +66.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling