+6,477.2%
TRV vs MSI
+4,035.2%
+2,442.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -0.1% | -3.7% | +3.5% | +0.6% |
| 30D | -3.4% | +6.8% | -10.3% | -4.9% |
| 3M | +26.4% | +14.3% | +12.1% | +22.7% |
| 6M | +19.3% | -1.6% | +20.9% | +19.2% |
| YTD | +28.3% | +22.8% | +5.5% | +22.2% |
| 1Y | +34.3% | -1.1% | +35.4% | +33.8% |
| 3Y | +140.1% | +70.5% | +69.7% | +112.2% |
| 5Y | +155.7% | +102.8% | +52.9% | +116.2% |
| 10Y | +285.5% | +597.4% | -311.9% | +152.5% |
| All | +6,477.2% | +4,035.2% | +2,442.0% | +2,202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling