+142.5%
TRV vs MSFU
+71.2%
+71.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.5% | -6.9% | +5.5% | -1.2% |
| 30D | -1.8% | -5.1% | +3.3% | -1.6% |
| 3M | +21.6% | +44.6% | -23.1% | +19.3% |
| 6M | +22.5% | +32.8% | -10.4% | +20.1% |
| YTD | +28.1% | -10.1% | +38.2% | +29.2% |
| 1Y | +37.0% | -19.4% | +56.4% | +39.2% |
| 3Y | +141.9% | +26.2% | +115.7% | +130.2% |
| All | +142.5% | +71.2% | +71.2% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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