+138.0%
TRV vs MSI
+69.2%
+68.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +0.5% | -5.8% | +6.2% | +2.2% |
| 30D | -4.9% | -1.0% | -3.9% | -4.7% |
| 3M | +23.7% | +14.2% | +9.6% | +18.8% |
| 6M | +20.3% | +1.0% | +19.3% | +19.4% |
| YTD | +27.1% | +21.5% | +5.6% | +18.4% |
| 1Y | +35.3% | -2.1% | +37.5% | +36.3% |
| All | +138.0% | +69.2% | +68.8% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling