+357.4%
TRV vs MOS
+6.2%
+351.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | -0.9% | +19.7% | -20.6% | -4.4% |
| 30D | +7.2% | +21.5% | -14.3% | +2.9% |
| 3M | +3.2% | -0.4% | +3.6% | +2.6% |
| 6M | +33.6% | +4.5% | +29.1% | +30.7% |
| YTD | +37.8% | -2.9% | +40.7% | +35.1% |
| 1Y | +43.4% | -7.7% | +51.1% | +41.8% |
| 3Y | +146.7% | -25.6% | +172.3% | +148.5% |
| 5Y | +176.1% | -31.2% | +207.3% | +166.6% |
| 10Y | +357.4% | +2.8% | +354.6% | +220.0% |
| All | +357.4% | +6.2% | +351.3% | +220.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling