+285.9%
TRV vs MOS
+11.1%
+274.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | +0.5% | +7.1% | -6.6% | -0.9% |
| 30D | -4.9% | +15.0% | -19.9% | -7.5% |
| 3M | +23.7% | +24.1% | -0.3% | +17.9% |
| 6M | +20.3% | +2.7% | +17.6% | +18.0% |
| YTD | +27.1% | +12.2% | +14.9% | +21.8% |
| 1Y | +35.3% | -16.3% | +51.6% | +37.3% |
| 3Y | +139.8% | -23.3% | +163.1% | +141.6% |
| 5Y | +153.9% | -4.2% | +158.0% | +127.8% |
| 10Y | +285.9% | +12.6% | +273.3% | +182.1% |
| All | +285.9% | +11.1% | +274.8% | +182.1% |
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