+36.3%
TRV vs MSI
-2.0%
+38.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +1.7% | -0.8% | +2.5% | +1.8% |
| 3M | +23.9% | +13.9% | +9.9% | +20.8% |
| 6M | +26.3% | +1.3% | +24.9% | +25.0% |
| YTD | +30.8% | +22.3% | +8.5% | +26.0% |
| 1Y | +36.3% | -3.9% | +40.2% | +39.6% |
| All | +36.3% | -2.0% | +38.3% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling