+180.5%
TRV vs MOS
-33.6%
+214.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.0% | -2.0% | +4.0% | +2.2% |
| 30D | +6.7% | +15.3% | -8.6% | +5.0% |
| 3M | +9.4% | +1.5% | +7.9% | +8.7% |
| 6M | +37.7% | -2.0% | +39.7% | +37.0% |
| YTD | +40.6% | -6.5% | +47.1% | +39.5% |
| 1Y | +42.4% | -11.1% | +53.5% | +42.1% |
| 3Y | +148.1% | -30.3% | +178.4% | +151.5% |
| All | +180.5% | -33.6% | +214.2% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling