+1,063.2%
TRV vs MSCI
+3,122.5%
-2,059.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -0.9% | +1.5% | -2.4% | -1.4% |
| 30D | +7.2% | +14.4% | -7.2% | +2.7% |
| 3M | +3.2% | +15.2% | -12.0% | -1.4% |
| 6M | +33.6% | +11.2% | +22.4% | +28.3% |
| YTD | +37.8% | +13.9% | +23.9% | +30.3% |
| 1Y | +43.4% | +12.5% | +30.9% | +36.1% |
| 3Y | +146.7% | +32.3% | +114.4% | +117.2% |
| 5Y | +176.1% | +4.9% | +171.2% | +152.4% |
| 10Y | +357.4% | +779.7% | -422.3% | +86.9% |
| All | +1,063.2% | +3,122.5% | -2,059.3% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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