+6,961.6%
TRV vs MOS
+123.1%
+6,838.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -0.3% | +21.6% | -21.8% | -4.0% |
| 30D | +9.6% | +12.0% | -2.4% | +6.9% |
| 3M | +2.7% | -3.9% | +6.6% | +2.8% |
| 6M | +32.0% | -3.3% | +35.4% | +31.1% |
| YTD | +37.8% | -4.6% | +42.4% | +35.8% |
| 1Y | +45.2% | -7.0% | +52.2% | +43.5% |
| 3Y | +145.3% | -24.4% | +169.7% | +146.2% |
| 5Y | +172.3% | -32.1% | +204.4% | +168.5% |
| 10Y | +367.3% | +10.3% | +357.0% | +284.0% |
| All | +6,961.6% | +123.1% | +6,838.4% | +3,931.8% |
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