+6,477.2%
TRV vs MOS
+155.8%
+6,321.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | -0.1% | +9.5% | -9.7% | -1.9% |
| 30D | -3.4% | +10.4% | -13.8% | -5.3% |
| 3M | +26.4% | +12.9% | +13.5% | +22.8% |
| 6M | +19.3% | +1.2% | +18.1% | +17.3% |
| YTD | +28.3% | +9.3% | +19.0% | +24.0% |
| 1Y | +34.3% | -18.0% | +52.3% | +36.4% |
| 3Y | +140.1% | -29.0% | +169.2% | +144.8% |
| 5Y | +155.7% | -9.6% | +165.3% | +139.2% |
| 10Y | +285.5% | +6.1% | +279.5% | +220.1% |
| All | +6,477.2% | +155.8% | +6,321.4% | +3,580.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling