+157.6%
TRV vs MSI
+100.4%
+57.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -1.8% | -1.8% | 0.0% | -1.3% |
| 30D | -2.1% | -0.6% | -1.5% | -2.0% |
| 3M | +21.2% | +13.0% | +8.1% | +16.5% |
| 6M | +22.0% | +0.5% | +21.5% | +21.2% |
| YTD | +27.7% | +21.7% | +6.0% | +18.9% |
| 1Y | +36.6% | -2.6% | +39.2% | +36.9% |
| 3Y | +141.1% | +69.7% | +71.4% | +100.8% |
| 5Y | +157.6% | +102.8% | +54.8% | +100.8% |
| All | +157.6% | +100.4% | +57.2% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling