+293.8%
TRV vs MSI
+601.8%
-308.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -1.5% | -1.8% | +0.3% | -0.8% |
| 30D | -1.8% | -0.6% | -1.2% | -1.7% |
| 3M | +21.6% | +13.0% | +8.5% | +15.8% |
| 6M | +22.5% | +0.5% | +21.9% | +21.3% |
| YTD | +28.1% | +21.7% | +6.4% | +17.5% |
| 1Y | +37.0% | -2.6% | +39.6% | +36.9% |
| 3Y | +141.9% | +69.7% | +72.2% | +91.7% |
| 5Y | +158.5% | +102.8% | +55.7% | +87.2% |
| All | +293.8% | +601.8% | -308.0% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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